+1,133.2%
FTI vs HAS
+13.4%
+1,119.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.3% | -1.8% | +7.1% | +5.8% |
| 30D | +15.3% | +2.3% | +13.1% | +14.6% |
| 3M | +15.8% | +10.4% | +5.4% | +12.4% |
| 6M | +22.6% | -3.2% | +25.8% | +22.6% |
| YTD | +79.5% | +15.4% | +64.1% | +70.0% |
| 1Y | +102.0% | +18.8% | +83.2% | +89.4% |
| 3Y | +315.8% | +43.9% | +271.9% | +263.8% |
| All | +1,133.2% | +13.4% | +1,119.8% | +1,184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling