+76.9%
FICO vs HAS
+50.4%
+26.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.9% | -0.2% | -0.8% | -1.0% |
| 30D | +3.3% | +31.0% | -27.7% | -4.2% |
| 3M | -31.7% | +30.7% | -62.4% | -36.6% |
| 6M | -34.0% | +23.9% | -57.9% | -38.0% |
| YTD | -58.3% | +48.3% | -106.6% | -63.0% |
| 1Y | -57.9% | +60.2% | -118.2% | -63.5% |
| 3Y | -24.1% | +189.2% | -213.3% | -46.6% |
| All | +76.9% | +50.4% | +26.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling