+499.9%
FAST vs HAS
+56.4%
+443.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.4% | -1.8% | +1.4% | +0.1% |
| 30D | -0.8% | +2.3% | -3.0% | -1.4% |
| 3M | +5.8% | +10.4% | -4.6% | +2.7% |
| 6M | +8.0% | -3.2% | +11.2% | +8.2% |
| YTD | +25.6% | +15.4% | +10.2% | +20.0% |
| 1Y | +0.8% | +18.8% | -18.0% | -4.7% |
| 3Y | +86.1% | +43.9% | +42.2% | +63.1% |
| 5Y | +100.2% | +13.9% | +86.3% | +84.7% |
| All | +499.9% | +56.4% | +443.5% | +384.0% |
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