+7.1%
FERG vs HAS
+58.1%
-51.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +9.7% | +1.4% | +8.4% | +9.5% |
| 30D | +15.0% | +26.3% | -11.2% | +9.7% |
| 3M | +3.8% | +25.6% | -21.8% | -1.0% |
| 6M | +10.6% | +30.3% | -19.6% | +4.0% |
| YTD | +17.0% | +50.4% | -33.4% | -0.7% |
| 1Y | +7.1% | +57.7% | -50.6% | -12.6% |
| All | +7.1% | +58.1% | -51.0% | -12.6% |
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