-83.9%
FIG vs HAS
+67.8%
-151.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -11.4% | +3.3% | -14.7% | -12.0% |
| 30D | -17.2% | +30.5% | -47.7% | -21.3% |
| 3M | -26.6% | +29.9% | -56.5% | -30.3% |
| 6M | -9.8% | +26.5% | -36.4% | -12.0% |
| YTD | -50.1% | +51.9% | -102.1% | -54.6% |
| 1Y | -58.1% | +60.9% | -119.0% | -62.7% |
| All | -83.9% | +67.8% | -151.7% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling