+230.6%
FIS vs HAS
+1,499.6%
-1,269.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.1% |
| 3M | -32.1% | +30.7% | -62.8% | -38.4% |
| 6M | -36.1% | +23.9% | -60.0% | -41.3% |
| YTD | -55.4% | +48.3% | -103.7% | -61.8% |
| 1Y | -53.9% | +60.2% | -114.1% | -61.6% |
| 3Y | -39.8% | +189.2% | -229.0% | -60.8% |
| 5Y | -71.1% | +50.4% | -121.5% | -76.7% |
| 10Y | -53.8% | +104.2% | -158.0% | -69.5% |
| All | +230.6% | +1,499.6% | -1,269.1% | -5.9% |
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