+3,689.8%
FN vs HAS
+265.4%
+3,424.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | -1.7% | -1.8% | +0.1% | -0.9% |
| 30D | -22.0% | +2.3% | -24.3% | -22.8% |
| 3M | -43.0% | +10.4% | -53.4% | -45.7% |
| 6M | -27.7% | -3.2% | -24.5% | -27.6% |
| YTD | -10.5% | +15.4% | -25.9% | -17.7% |
| 1Y | +12.5% | +18.8% | -6.3% | +2.2% |
| 3Y | +153.8% | +43.9% | +109.9% | +106.1% |
| 5Y | +288.0% | +13.9% | +274.1% | +241.4% |
| 10Y | +906.4% | +56.4% | +850.0% | +586.7% |
| All | +3,689.8% | +265.4% | +3,424.4% | +1,187.4% |
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