+103.4%
HAS vs FBTC
+62.5%
+40.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | -2.7% | +20.7% | -23.4% | -4.5% |
| 3M | +8.9% | +23.7% | -14.7% | +6.6% |
| 6M | -2.9% | +15.0% | -17.9% | -4.4% |
| YTD | +12.6% | -10.5% | +23.1% | +13.3% |
| 1Y | +17.5% | -30.3% | +47.7% | +21.4% |
| All | +103.4% | +62.5% | +40.9% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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