+19.8%
HAS vs FCUV
-94.3%
+114.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | -3.1% | -72.0% | +68.9% | -3.3% |
| 30D | -6.4% | -8.0% | +1.6% | -6.2% |
| 3M | +10.4% | +66.3% | -55.9% | +12.0% |
| 6M | -3.7% | -75.3% | +71.6% | -2.2% |
| YTD | +12.5% | -83.0% | +95.4% | +14.6% |
| 1Y | +19.8% | -94.7% | +114.5% | +23.5% |
| All | +19.8% | -94.3% | +114.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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