-23.7%
FPS vs HAS
+28.6%
-52.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.2% |
| 7D | +13.6% | +1.4% | +12.2% | +13.8% |
| 30D | -32.4% | +26.3% | -58.6% | -30.1% |
| 3M | -41.1% | +25.6% | -66.7% | -38.8% |
| 6M | -51.4% | +30.3% | -81.7% | -50.4% |
| All | -23.7% | +28.6% | -52.3% | -23.4% |
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 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