+1,299.0%
FANG vs HAS
+401.9%
+897.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +4.0% | +1.4% | +2.6% | +3.5% |
| 30D | -5.8% | +26.3% | -32.0% | -13.7% |
| 3M | -6.7% | +25.6% | -32.3% | -14.5% |
| 6M | -6.4% | +30.3% | -36.7% | -16.1% |
| YTD | +25.9% | +50.4% | -24.4% | +5.3% |
| 1Y | +31.1% | +57.7% | -26.6% | +7.5% |
| 3Y | +31.3% | +213.4% | -182.0% | -20.8% |
| 5Y | +108.3% | +49.1% | +59.2% | +65.6% |
| 10Y | +156.4% | +98.5% | +57.9% | +67.2% |
| All | +1,299.0% | +401.9% | +897.1% | +585.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling