+140.5%
HAS vs FCUV
-87.2%
+227.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | -0.5% |
| 7D | -1.8% | +62.8% | -64.6% | -1.9% |
| 30D | +2.3% | +66.5% | -64.2% | +2.2% |
| 3M | +10.4% | +459.9% | -449.6% | +9.7% |
| 6M | -3.2% | -12.4% | +9.1% | -3.5% |
| YTD | +15.4% | -47.5% | +62.9% | +15.1% |
| 1Y | +18.8% | -80.5% | +99.3% | +18.7% |
| 3Y | +43.9% | -97.6% | +141.6% | +43.8% |
| 5Y | +13.9% | -99.5% | +113.4% | +13.9% |
| 10Y | +56.4% | -95.8% | +152.2% | +56.6% |
| All | +140.5% | -87.2% | +227.8% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling