+537.5%
FAST vs HAS
+99.1%
+438.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.6% |
| 7D | +5.0% | +1.6% | +3.4% | +4.6% |
| 30D | +8.6% | +26.6% | -18.1% | +1.9% |
| 3M | +6.9% | +29.0% | -22.1% | -0.3% |
| 6M | +29.6% | +30.6% | -1.0% | +19.9% |
| YTD | +41.4% | +51.5% | -10.1% | +25.5% |
| 1Y | +38.5% | +58.5% | -20.0% | +21.4% |
| 3Y | +98.7% | +214.1% | -115.4% | +40.7% |
| 5Y | +108.0% | +50.2% | +57.8% | +78.4% |
| All | +537.5% | +99.1% | +438.4% | +376.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling