+78,251.7%
FICO vs HAS
+4,759.6%
+73,492.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.0% |
| 7D | +0.4% | +2.4% | -2.0% | -0.3% |
| 30D | +1.7% | +31.6% | -30.0% | -5.4% |
| 3M | -33.0% | +33.9% | -66.9% | -37.9% |
| 6M | -33.9% | +31.4% | -65.3% | -38.6% |
| YTD | -58.5% | +51.6% | -110.2% | -63.1% |
| 1Y | -56.4% | +65.2% | -121.5% | -62.0% |
| 3Y | -24.7% | +188.7% | -213.4% | -44.4% |
| 5Y | +83.1% | +55.7% | +27.4% | +55.6% |
| 10Y | +517.2% | +108.8% | +408.4% | +366.1% |
| All | +78,251.7% | +4,759.6% | +73,492.1% | +33,988.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling