+655.5%
FN vs HAS
+102.4%
+553.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.7% | -12.6% | -13.6% |
| 7D | -16.0% | 0.0% | -16.0% | -16.0% |
| 30D | -40.1% | +31.3% | -71.4% | -46.2% |
| 3M | -43.9% | +32.1% | -76.0% | -49.9% |
| 6M | -55.6% | +28.1% | -83.8% | -60.2% |
| YTD | -35.7% | +49.1% | -84.7% | -46.2% |
| 1Y | -39.8% | +60.5% | -100.4% | -51.1% |
| 3Y | +80.3% | +183.9% | -103.6% | +14.7% |
| 5Y | +143.3% | +51.2% | +92.1% | +93.3% |
| All | +655.5% | +102.4% | +553.0% | +444.2% |
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 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