+421.0%
FERG vs HAS
+99.1%
+321.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.3% |
| 7D | +8.2% | +1.6% | +6.5% | +7.9% |
| 30D | +14.4% | +26.6% | -12.2% | +10.0% |
| 3M | +4.3% | +29.0% | -24.6% | 0.0% |
| 6M | +7.9% | +30.6% | -22.7% | +2.8% |
| YTD | +16.3% | +51.5% | -35.3% | +8.0% |
| 1Y | +2.2% | +58.5% | -56.2% | -5.7% |
| 3Y | +67.3% | +214.1% | -146.8% | +39.2% |
| 5Y | +75.3% | +50.2% | +25.1% | +56.0% |
| All | +421.0% | +99.1% | +321.9% | +376.4% |
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