-83.2%
FIG vs HAS
+66.6%
-149.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.7% |
| 7D | -12.6% | +2.2% | -14.8% | -12.9% |
| 30D | -13.8% | +29.6% | -43.4% | -17.9% |
| 3M | -16.7% | +30.3% | -47.0% | -20.8% |
| 6M | -6.1% | +25.6% | -31.7% | -8.2% |
| YTD | -48.1% | +50.8% | -98.9% | -52.6% |
| 1Y | -56.2% | +63.0% | -119.2% | -61.2% |
| All | -83.2% | +66.6% | -149.8% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling