+211.6%
HAS vs FCUV
-99.6%
+311.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +2.2% | -15.4% | +17.6% | +2.1% |
| 30D | +29.6% | -32.9% | +62.4% | +29.5% |
| 3M | +30.3% | -46.2% | +76.4% | +30.4% |
| 6M | +25.6% | -30.0% | +55.6% | +26.6% |
| YTD | +50.8% | -91.4% | +142.2% | +53.1% |
| 1Y | +63.0% | -98.1% | +161.1% | +66.9% |
| 3Y | +211.6% | -99.6% | +311.2% | +211.0% |
| All | +211.6% | -99.6% | +311.2% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling