+352.7%
FERG vs HAS
+54.3%
+298.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.9% | -4.8% | +5.7% | +1.7% |
| 30D | -15.1% | -5.1% | -9.9% | -14.4% |
| 3M | -4.8% | +6.4% | -11.2% | -6.0% |
| 6M | -2.5% | -5.6% | +3.2% | -2.0% |
| YTD | +1.8% | +11.0% | -9.2% | -0.4% |
| 1Y | -0.3% | +16.8% | -17.1% | -3.4% |
| 3Y | +52.9% | +44.0% | +8.9% | +41.7% |
| 5Y | +69.3% | +11.0% | +58.3% | +58.6% |
| 10Y | +352.7% | +56.0% | +296.7% | +329.0% |
| All | +352.7% | +54.3% | +298.4% | +329.0% |
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 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