+4.9%
FERG vs HAS
+61.8%
-56.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.5% | +10.8% |
| 7D | +7.3% | +2.2% | +5.2% | +6.9% |
| 30D | +18.1% | +29.6% | -11.4% | +11.9% |
| 3M | +1.6% | +30.3% | -28.6% | -3.9% |
| 6M | +8.5% | +25.6% | -17.1% | +3.2% |
| YTD | +18.6% | +50.8% | -32.3% | +0.1% |
| All | +4.9% | +61.8% | -56.9% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling