+1,548.3%
FERG vs HAS
+534.5%
+1,013.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.7% | +9.5% | +11.0% |
| 7D | +7.3% | +2.2% | +5.2% | +7.1% |
| 30D | +18.1% | +29.6% | -11.4% | +14.2% |
| 3M | +1.6% | +30.3% | -28.6% | -1.8% |
| 6M | +8.5% | +25.6% | -17.1% | +5.1% |
| YTD | +18.6% | +50.8% | -32.3% | +12.0% |
| 1Y | +5.7% | +63.0% | -57.3% | -1.0% |
| 3Y | +74.0% | +211.6% | -137.6% | +51.5% |
| 5Y | +83.9% | +50.4% | +33.5% | +68.1% |
| 10Y | +494.6% | +101.9% | +392.7% | +443.6% |
| All | +1,548.3% | +534.5% | +1,013.8% | +1,378.0% |
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