+180.2%
FTI vs HAS
+106.1%
+74.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -4.3% | +2.2% | -6.5% | -5.2% |
| 30D | -8.0% | +29.6% | -37.6% | -17.3% |
| 3M | -8.0% | +30.3% | -38.3% | -17.6% |
| 6M | -8.7% | +25.6% | -34.3% | -17.6% |
| YTD | +43.9% | +50.8% | -6.9% | +18.9% |
| 1Y | +49.8% | +63.0% | -13.2% | +19.6% |
| 3Y | +211.7% | +211.6% | +0.1% | +82.0% |
| 5Y | +781.6% | +50.4% | +731.2% | +592.0% |
| 10Y | +180.2% | +101.9% | +78.3% | +91.3% |
| All | +180.2% | +106.1% | +74.1% | +91.3% |
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