+541.4%
FICO vs HAS
+97.5%
+443.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +0.1% | +26.3% | -26.2% | -7.4% |
| 3M | -35.2% | +25.6% | -60.8% | -39.8% |
| 6M | -32.4% | +30.3% | -62.6% | -38.3% |
| YTD | -57.4% | +50.4% | -107.8% | -63.2% |
| 1Y | -58.5% | +57.7% | -116.3% | -64.7% |
| 3Y | -28.9% | +213.4% | -242.2% | -53.7% |
| 5Y | +91.7% | +49.1% | +42.6% | +59.2% |
| All | +541.4% | +97.5% | +443.9% | +350.7% |
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