+531.6%
FICO vs HAS
+106.1%
+425.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.2% |
| 7D | -0.1% | +2.2% | -2.2% | -0.8% |
| 30D | +8.4% | +29.6% | -21.2% | -0.4% |
| 3M | -30.5% | +30.3% | -60.8% | -36.2% |
| 6M | -35.7% | +25.6% | -61.3% | -40.7% |
| YTD | -57.2% | +50.8% | -108.0% | -63.0% |
| 1Y | -58.4% | +63.0% | -121.4% | -65.0% |
| 3Y | -24.8% | +211.6% | -236.4% | -51.0% |
| 5Y | +79.3% | +50.4% | +28.9% | +48.5% |
| 10Y | +531.6% | +101.9% | +429.8% | +331.1% |
| All | +531.6% | +106.1% | +425.6% | +331.1% |
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