+46.0%
FE vs HAS
+48.2%
-2.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.2% | +1.4% | -0.2% | +1.1% |
| 30D | +4.5% | +26.3% | -21.7% | +1.7% |
| 3M | +1.3% | +25.6% | -24.3% | -1.4% |
| 6M | +8.7% | +30.3% | -21.6% | +5.1% |
| YTD | +9.2% | +50.4% | -41.1% | +3.4% |
| 1Y | +7.0% | +57.7% | -50.7% | +0.6% |
| 3Y | +51.4% | +213.4% | -162.0% | +26.3% |
| All | +46.0% | +48.2% | -2.2% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling