+56.9%
FERG vs HAS
+44.6%
+12.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | -10.2% | +2.3% | -12.4% | -10.8% |
| 3M | -0.6% | +10.4% | -10.9% | -3.5% |
| 6M | -6.5% | -3.2% | -3.3% | -6.5% |
| YTD | +4.2% | +15.4% | -11.2% | -1.0% |
| 1Y | -2.3% | +18.8% | -21.1% | -7.9% |
| All | +56.9% | +44.6% | +12.3% | +30.1% |
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