+494.6%
FERG vs HAS
+106.1%
+388.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.5% | +10.9% |
| 7D | +7.3% | +2.2% | +5.2% | +7.0% |
| 30D | +18.1% | +29.6% | -11.4% | +13.2% |
| 3M | +1.6% | +30.3% | -28.6% | -2.8% |
| 6M | +8.5% | +25.6% | -17.1% | +4.1% |
| YTD | +18.6% | +50.8% | -32.3% | +10.1% |
| 1Y | +5.7% | +63.0% | -57.3% | -3.0% |
| 3Y | +74.0% | +211.6% | -137.6% | +44.9% |
| 5Y | +83.9% | +50.4% | +33.5% | +63.7% |
| 10Y | +494.6% | +101.9% | +392.7% | +437.7% |
| All | +494.6% | +106.1% | +388.5% | +437.7% |
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