+122.7%
FE vs HAS
+106.0%
+16.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -0.4% | +2.0% | -2.4% | -0.7% |
| 30D | +3.6% | +30.9% | -27.3% | -1.3% |
| 3M | +0.3% | +28.8% | -28.4% | -4.2% |
| 6M | +6.4% | +32.3% | -25.9% | +0.9% |
| YTD | +8.1% | +54.7% | -46.6% | -0.8% |
| 1Y | +4.6% | +63.2% | -58.6% | -5.1% |
| 3Y | +49.1% | +220.7% | -171.6% | +15.9% |
| 5Y | +46.1% | +53.3% | -7.2% | +30.2% |
| 10Y | +122.7% | +104.2% | +18.5% | +74.9% |
| All | +122.7% | +106.0% | +16.7% | +74.9% |
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 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