+4.4%
FICO vs HAS
+44.2%
-39.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -14.9% |
| 3M | -20.1% | +10.4% | -30.5% | -21.4% |
| 6M | -36.3% | -3.2% | -33.1% | -36.1% |
| YTD | -44.9% | +15.4% | -60.3% | -46.6% |
| 1Y | -38.6% | +18.8% | -57.4% | -40.9% |
| All | +4.4% | +44.2% | -39.8% | -5.3% |
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