+1,382.0%
FERG vs HAS
+524.0%
+858.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +8.7% | +31.0% | -22.4% | +4.9% |
| 3M | -7.4% | +30.7% | -38.1% | -10.6% |
| 6M | -6.6% | +23.9% | -30.5% | -9.5% |
| YTD | +6.6% | +48.3% | -41.7% | +0.9% |
| 1Y | -3.6% | +60.2% | -63.8% | -9.6% |
| 3Y | +56.4% | +189.2% | -132.8% | +37.1% |
| 5Y | +67.5% | +50.4% | +17.1% | +53.3% |
| 10Y | +434.6% | +104.2% | +330.4% | +389.4% |
| All | +1,382.0% | +524.0% | +858.0% | +1,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling