+69,298.0%
FAST vs HAS
+3,598.5%
+65,699.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +5.8% | +10.4% | -4.6% | +2.6% |
| 6M | +8.0% | -3.2% | +11.2% | +8.2% |
| YTD | +25.6% | +15.4% | +10.2% | +19.7% |
| 1Y | +0.8% | +18.8% | -18.0% | -5.0% |
| 3Y | +86.1% | +43.9% | +42.2% | +61.3% |
| 5Y | +100.2% | +13.9% | +86.3% | +82.0% |
| 10Y | +494.2% | +56.4% | +437.8% | +362.1% |
| All | +69,298.0% | +3,598.5% | +65,699.5% | +23,923.9% |
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 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