-32.8%
FPS vs HAS
+26.8%
-59.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +6.9% |
| 7D | -24.5% | -0.2% | -24.4% | -24.4% |
| 30D | -52.1% | +31.0% | -83.1% | -50.4% |
| 3M | -48.4% | +30.7% | -79.0% | -46.5% |
| 6M | -54.4% | +23.9% | -78.3% | -53.5% |
| All | -32.8% | +26.8% | -59.6% | -32.7% |
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