+123.4%
FE vs HAS
+97.5%
+25.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | +4.5% | +26.3% | -21.7% | +0.2% |
| 3M | +1.3% | +25.6% | -24.3% | -2.8% |
| 6M | +8.7% | +30.3% | -21.6% | +3.2% |
| YTD | +9.2% | +50.4% | -41.1% | +0.7% |
| 1Y | +7.0% | +57.7% | -50.7% | -2.3% |
| 3Y | +51.4% | +213.4% | -162.0% | +18.1% |
| 5Y | +47.7% | +49.1% | -1.4% | +32.2% |
| All | +123.4% | +97.5% | +25.9% | +77.4% |
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