+582.1%
FE vs HAS
+1,149.6%
-567.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | +1.7% | +2.4% | -0.8% | +1.3% |
| 30D | +8.1% | +31.6% | -23.5% | +3.6% |
| 3M | -1.3% | +33.9% | -35.2% | -5.7% |
| 6M | +2.9% | +31.4% | -28.5% | -1.7% |
| YTD | +8.6% | +51.6% | -43.1% | +1.2% |
| 1Y | +6.3% | +65.2% | -58.8% | -2.2% |
| 3Y | +45.1% | +188.7% | -143.6% | +20.5% |
| 5Y | +47.1% | +55.7% | -8.6% | +32.5% |
| 10Y | +110.6% | +108.8% | +1.8% | +74.4% |
| All | +582.1% | +1,149.6% | -567.5% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling