+216.6%
HAS vs FCUV
-97.8%
+314.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.7% |
| 7D | +3.3% | -15.3% | +18.6% | +3.3% |
| 30D | +30.5% | -29.7% | +60.3% | +30.6% |
| 3M | +29.9% | -54.5% | +84.4% | +29.9% |
| 6M | +26.5% | -26.7% | +53.3% | +26.0% |
| YTD | +51.9% | -91.0% | +142.9% | +51.8% |
| 1Y | +60.9% | -98.0% | +158.9% | +61.2% |
| 3Y | +215.0% | -99.5% | +314.5% | +215.1% |
| 5Y | +51.5% | -99.9% | +151.4% | +51.8% |
| 10Y | +102.2% | -99.3% | +201.5% | +102.8% |
| All | +216.6% | -97.8% | +314.4% | +217.2% |
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