+244.2%
FITB vs HAS
+101.4%
+142.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +5.8% | +31.0% | -25.2% | -6.5% |
| 3M | -6.1% | +30.7% | -36.8% | -17.1% |
| 6M | +5.9% | +23.9% | -18.0% | -5.1% |
| YTD | +16.1% | +48.3% | -32.2% | -5.0% |
| 1Y | +28.8% | +60.2% | -31.4% | +1.7% |
| 3Y | +126.0% | +189.2% | -63.2% | +29.5% |
| 5Y | +45.3% | +50.4% | -5.1% | +11.8% |
| All | +244.2% | +101.4% | +142.8% | +120.8% |
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