+18.8%
HAS vs FDS
-17.4%
+36.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.5% |
| 7D | -1.8% | -1.9% | +0.1% | -1.8% |
| 30D | +2.3% | +9.0% | -6.8% | +2.2% |
| 3M | +10.4% | +18.9% | -8.5% | +10.5% |
| 6M | -3.2% | +35.1% | -38.4% | -3.1% |
| YTD | +15.4% | +5.5% | +9.9% | +18.0% |
| 1Y | +18.8% | -16.8% | +35.6% | +24.8% |
| All | +18.8% | -17.4% | +36.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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