+101.7%
FICO vs HAS
+13.4%
+88.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.6% |
| 7D | -19.2% | -1.8% | -17.4% | -18.8% |
| 30D | -14.6% | +2.3% | -16.9% | -15.1% |
| 3M | -20.1% | +10.4% | -30.5% | -22.2% |
| 6M | -36.3% | -3.2% | -33.1% | -36.1% |
| YTD | -44.9% | +15.4% | -60.3% | -47.5% |
| 1Y | -38.6% | +18.8% | -57.4% | -42.2% |
| 3Y | +4.0% | +43.9% | -40.0% | -7.9% |
| All | +101.7% | +13.4% | +88.3% | +98.4% |
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