-71.1%
FIS vs HAS
+54.3%
-125.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +6.2% |
| 7D | +1.5% | +2.0% | -0.5% | +0.9% |
| 30D | -11.8% | +30.9% | -42.7% | -19.1% |
| 3M | -28.5% | +28.8% | -57.3% | -34.1% |
| 6M | -27.0% | +32.3% | -59.4% | -33.5% |
| YTD | -53.1% | +54.7% | -107.8% | -59.6% |
| 1Y | -52.8% | +63.2% | -116.0% | -60.0% |
| 3Y | -37.5% | +220.7% | -258.2% | -60.0% |
| 5Y | -71.1% | +53.3% | -124.4% | -75.2% |
| All | -71.1% | +54.3% | -125.4% | -75.2% |
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 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