+56.4%
FERG vs HAS
+181.4%
-125.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +8.7% | +31.0% | -22.4% | +0.7% |
| 3M | -7.4% | +30.7% | -38.1% | -14.2% |
| 6M | -6.6% | +23.9% | -30.5% | -12.6% |
| YTD | +6.6% | +48.3% | -41.7% | -6.2% |
| 1Y | -3.6% | +60.2% | -63.8% | -17.1% |
| 3Y | +56.4% | +189.2% | -132.8% | +18.1% |
| All | +56.4% | +181.4% | -125.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling