-23.8%
FICO vs HAS
+182.9%
-206.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +1.7% | +31.3% | -29.6% | -4.4% |
| 3M | -35.2% | +32.1% | -67.3% | -39.1% |
| 6M | -33.7% | +28.1% | -61.8% | -37.4% |
| YTD | -58.2% | +49.1% | -107.3% | -61.9% |
| 1Y | -56.6% | +60.5% | -117.1% | -61.1% |
| All | -23.8% | +182.9% | -206.7% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling