-79.1%
FIG vs HAS
+27.5%
-106.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | -16.3% | -1.8% | -14.5% | -16.2% |
| 30D | -14.3% | +2.3% | -16.6% | -14.6% |
| 3M | +7.2% | +10.4% | -3.2% | +6.8% |
| 6M | -18.6% | -3.2% | -15.4% | -16.2% |
| YTD | -35.5% | +15.4% | -50.9% | -38.1% |
| 1Y | -55.8% | +18.8% | -74.6% | -62.5% |
| All | -79.1% | +27.5% | -106.6% | -79.7% |
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