+12.6%
HAS vs FCUV
-99.8%
+112.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -65.2% | +62.8% | -2.2% |
| 7D | -3.1% | -47.9% | +44.8% | -3.0% |
| 30D | -2.7% | +13.7% | -16.4% | -2.9% |
| 3M | +8.9% | +97.0% | -88.1% | +7.4% |
| 6M | -2.9% | -66.1% | +63.2% | -2.3% |
| YTD | +12.6% | -81.8% | +94.4% | +14.6% |
| 1Y | +17.5% | -93.3% | +110.8% | +21.3% |
| 3Y | +46.2% | -99.2% | +145.4% | +58.6% |
| 5Y | +12.6% | -99.9% | +112.4% | +29.1% |
| All | +12.6% | -99.8% | +112.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling