-21.7%
FN vs HAS
+61.8%
-83.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.8% |
| 7D | +16.3% | +2.2% | +14.1% | +16.3% |
| 30D | -24.7% | +29.6% | -54.3% | -25.4% |
| 3M | -34.9% | +30.3% | -65.2% | -35.6% |
| 6M | -41.1% | +25.6% | -66.7% | -41.7% |
| YTD | -19.6% | +50.8% | -70.4% | -30.0% |
| All | -21.7% | +61.8% | -83.5% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling