-83.2%
FIG vs HAS
+66.1%
-149.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +3.4% | +1.4% | +2.0% | +3.0% |
| 30D | -9.5% | +26.3% | -35.7% | -13.4% |
| 3M | -26.2% | +25.6% | -51.8% | -29.6% |
| 6M | +2.7% | +30.3% | -27.6% | -0.7% |
| YTD | -48.0% | +50.4% | -98.3% | -52.5% |
| 1Y | -52.0% | +57.7% | -109.8% | -57.1% |
| All | -83.2% | +66.1% | -149.2% | -84.4% |
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