+102.2%
HAS vs FDS
+127.5%
-25.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +3.3% | -2.0% | +5.3% | +3.9% |
| 30D | +30.5% | +13.5% | +17.0% | +25.5% |
| 3M | +29.9% | +15.2% | +14.7% | +23.7% |
| 6M | +26.5% | +47.0% | -20.5% | +9.7% |
| YTD | +51.9% | +13.9% | +38.1% | +42.2% |
| 1Y | +60.9% | +25.2% | +35.7% | +44.4% |
| 3Y | +215.0% | -25.3% | +240.3% | +243.8% |
| 5Y | +51.5% | -23.3% | +74.8% | +60.5% |
| 10Y | +102.2% | +126.0% | -23.8% | +40.7% |
| All | +102.2% | +127.5% | -25.2% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling