-55.5%
FIS vs HAS
+102.6%
-158.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | -27.4% | +3.3% | -30.7% | -28.4% |
| 30D | -16.8% | +30.5% | -47.4% | -24.0% |
| 3M | -32.6% | +29.9% | -62.5% | -38.3% |
| 6M | -33.4% | +26.5% | -59.9% | -38.8% |
| YTD | -56.0% | +51.9% | -108.0% | -62.2% |
| 1Y | -55.1% | +60.9% | -116.0% | -62.1% |
| 3Y | -41.4% | +215.0% | -256.4% | -61.9% |
| 5Y | -72.7% | +51.5% | -124.2% | -77.5% |
| 10Y | -55.5% | +102.2% | -157.7% | -69.1% |
| All | -55.5% | +102.6% | -158.0% | -69.1% |
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 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