+310.7%
FTI vs HAS
+54.3%
+256.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | +0.1% |
| 7D | -2.3% | -4.8% | +2.5% | -0.4% |
| 30D | +5.0% | -5.1% | +10.2% | +7.1% |
| 3M | +13.8% | +6.4% | +7.5% | +10.4% |
| 6M | +22.9% | -5.6% | +28.5% | +23.7% |
| YTD | +75.0% | +11.0% | +64.0% | +63.9% |
| 1Y | +96.9% | +16.8% | +80.1% | +80.2% |
| 3Y | +276.7% | +44.0% | +232.7% | +204.3% |
| 5Y | +1,157.0% | +11.0% | +1,146.0% | +1,012.6% |
| 10Y | +310.7% | +56.0% | +254.7% | +220.6% |
| All | +310.7% | +54.3% | +256.4% | +220.6% |
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