-20.1%
FICO vs HAS
+9.7%
-29.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.6% |
| 7D | -19.2% | -1.8% | -17.4% | -18.9% |
| 30D | -14.6% | +2.3% | -16.9% | -15.0% |
| 3M | -20.1% | +10.4% | -30.5% | -19.7% |
| All | -20.1% | +9.7% | -29.8% | -19.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling