+86.1%
FICO vs HAS
+52.6%
+33.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +1.7% | +31.3% | -29.6% | -5.8% |
| 3M | -35.2% | +32.1% | -67.3% | -40.0% |
| 6M | -33.7% | +28.1% | -61.8% | -38.4% |
| YTD | -58.2% | +49.1% | -107.3% | -62.9% |
| 1Y | -56.6% | +60.5% | -117.1% | -62.4% |
| 3Y | -24.0% | +183.9% | -207.8% | -46.3% |
| 5Y | +86.1% | +51.2% | +34.8% | +67.1% |
| All | +86.1% | +52.6% | +33.5% | +67.1% |
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