-52.4%
FIS vs HAS
+97.5%
-149.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.4% |
| 7D | +2.8% | +1.4% | +1.4% | +2.4% |
| 30D | -16.7% | +26.3% | -43.0% | -23.1% |
| 3M | -32.3% | +25.6% | -57.9% | -37.3% |
| 6M | -29.1% | +30.3% | -59.3% | -35.4% |
| YTD | -54.1% | +50.4% | -104.5% | -60.4% |
| 1Y | -53.7% | +57.7% | -111.4% | -60.7% |
| 3Y | -38.8% | +213.4% | -252.2% | -60.2% |
| 5Y | -71.1% | +49.1% | -120.2% | -76.1% |
| All | -52.4% | +97.5% | -149.9% | -66.7% |
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 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