+743.6%
FN vs HAS
+101.4%
+642.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.5% | +12.2% | +11.9% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -34.3% | +31.0% | -65.3% | -41.0% |
| 3M | -39.9% | +30.7% | -70.5% | -46.0% |
| 6M | -51.8% | +23.9% | -75.7% | -56.2% |
| YTD | -28.1% | +48.3% | -76.5% | -39.9% |
| 1Y | -29.1% | +60.2% | -89.3% | -42.4% |
| 3Y | +102.4% | +189.2% | -86.8% | +27.8% |
| 5Y | +171.7% | +50.4% | +121.2% | +116.2% |
| All | +743.6% | +101.4% | +642.2% | +508.7% |
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