+74,726.4%
FAST vs HAS
+4,759.6%
+69,966.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.8% |
| 7D | +3.4% | +2.4% | +1.0% | +2.7% |
| 30D | +5.5% | +31.6% | -26.1% | -2.5% |
| 3M | +7.6% | +33.9% | -26.3% | -1.2% |
| 6M | +19.8% | +31.4% | -11.6% | +10.1% |
| YTD | +35.5% | +51.6% | -16.2% | +19.2% |
| 1Y | +31.6% | +65.2% | -33.6% | +13.1% |
| 3Y | +91.0% | +188.7% | -97.7% | +36.4% |
| 5Y | +105.1% | +55.7% | +49.4% | +70.5% |
| 10Y | +598.2% | +108.8% | +489.5% | +400.0% |
| All | +74,726.4% | +4,759.6% | +69,966.7% | +23,835.0% |
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 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