+114.4%
FE vs HAS
+56.4%
+58.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +1.9% | -1.8% | +3.7% | +2.3% |
| 30D | -1.2% | +2.3% | -3.4% | -1.6% |
| 3M | +3.5% | +10.4% | -6.9% | +1.5% |
| 6M | -6.1% | -3.2% | -2.8% | -6.0% |
| YTD | +7.6% | +15.4% | -7.8% | +4.1% |
| 1Y | +11.9% | +18.8% | -6.9% | +7.4% |
| 3Y | +48.4% | +43.9% | +4.5% | +34.6% |
| 5Y | +44.8% | +13.9% | +30.9% | +35.9% |
| All | +114.4% | +56.4% | +58.0% | +73.4% |
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