+3,078.0%
FN vs HAS
+380.1%
+2,697.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.0% | -7.2% |
| 7D | -7.0% | +2.4% | -9.4% | -8.0% |
| 30D | -24.7% | +31.6% | -56.3% | -33.3% |
| 3M | -35.7% | +33.9% | -69.5% | -43.5% |
| 6M | -52.4% | +31.4% | -83.8% | -58.3% |
| YTD | -25.0% | +51.6% | -76.6% | -38.9% |
| 1Y | -25.7% | +65.2% | -90.8% | -41.6% |
| 3Y | +110.2% | +188.7% | -78.5% | +26.9% |
| 5Y | +192.3% | +55.7% | +136.6% | +124.9% |
| 10Y | +812.3% | +108.8% | +703.5% | +447.8% |
| All | +3,078.0% | +380.1% | +2,697.9% | +856.5% |
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