+602.8%
FICO vs HAS
+56.4%
+546.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.5% |
| 7D | -19.2% | -1.8% | -17.4% | -18.7% |
| 30D | -14.6% | +2.3% | -16.9% | -15.2% |
| 3M | -20.1% | +10.4% | -30.5% | -22.7% |
| 6M | -36.3% | -3.2% | -33.1% | -36.2% |
| YTD | -44.9% | +15.4% | -60.3% | -48.0% |
| 1Y | -38.6% | +18.8% | -57.4% | -42.8% |
| 3Y | +4.0% | +43.9% | -40.0% | -11.8% |
| 5Y | +99.5% | +13.9% | +85.6% | +80.5% |
| All | +602.8% | +56.4% | +546.4% | +428.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling