-54.5%
FIS vs HAS
+101.4%
-155.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -25.5% | -0.2% | -25.3% | -25.7% |
| 30D | -15.1% | +31.0% | -46.1% | -22.5% |
| 3M | -32.1% | +30.7% | -62.8% | -38.0% |
| 6M | -36.1% | +23.9% | -60.0% | -40.8% |
| YTD | -55.4% | +48.3% | -103.7% | -61.3% |
| 1Y | -53.9% | +60.2% | -114.1% | -61.1% |
| 3Y | -39.8% | +189.2% | -229.0% | -59.7% |
| 5Y | -71.1% | +50.4% | -121.5% | -76.2% |
| All | -54.5% | +101.4% | -155.8% | -68.2% |
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