+547.9%
FAST vs HAS
+106.1%
+441.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.5% |
| 7D | +3.8% | +2.2% | +1.7% | +3.3% |
| 30D | +8.1% | +29.6% | -21.5% | +0.8% |
| 3M | +5.8% | +30.3% | -24.5% | -1.6% |
| 6M | +24.9% | +25.6% | -0.8% | +16.8% |
| YTD | +38.9% | +50.8% | -11.9% | +23.4% |
| 1Y | +36.5% | +63.0% | -26.5% | +18.7% |
| 3Y | +98.1% | +211.6% | -113.4% | +40.6% |
| 5Y | +109.3% | +50.4% | +58.9% | +79.3% |
| 10Y | +547.9% | +101.9% | +446.0% | +377.5% |
| All | +547.9% | +106.1% | +441.8% | +377.5% |
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