-3.0%
FERG vs HAS
+16.8%
-19.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | +3.4% | -3.1% | +6.5% | +4.1% |
| 30D | -11.5% | -2.7% | -8.8% | -11.0% |
| 3M | +1.3% | +8.9% | -7.6% | -1.4% |
| 6M | -1.0% | -2.9% | +2.0% | -1.6% |
| YTD | +3.2% | +12.6% | -9.4% | -4.0% |
| 1Y | -3.0% | +17.5% | -20.4% | -12.4% |
| All | -3.0% | +16.8% | -19.8% | -12.4% |
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 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