+46.3%
FE vs HAS
+50.4%
-4.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | +4.1% | +31.0% | -26.9% | +0.9% |
| 3M | -1.0% | +30.7% | -31.7% | -4.2% |
| 6M | +4.0% | +23.9% | -19.9% | +1.2% |
| YTD | +6.8% | +48.3% | -41.5% | +1.3% |
| 1Y | +5.3% | +60.2% | -54.9% | -1.2% |
| 3Y | +44.6% | +189.2% | -144.6% | +22.0% |
| All | +46.3% | +50.4% | -4.1% | +33.9% |
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 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