+499.7%
FICO vs HAS
+101.4%
+398.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | -0.2% | -0.8% | -1.0% |
| 30D | +3.3% | +31.0% | -27.7% | -5.5% |
| 3M | -31.7% | +30.7% | -62.4% | -37.4% |
| 6M | -34.0% | +23.9% | -57.9% | -38.8% |
| YTD | -58.3% | +48.3% | -106.6% | -63.8% |
| 1Y | -57.9% | +60.2% | -118.2% | -64.4% |
| 3Y | -24.1% | +189.2% | -213.3% | -49.2% |
| 5Y | +85.3% | +50.4% | +34.9% | +53.4% |
| All | +499.7% | +101.4% | +398.3% | +311.5% |
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