+101.9%
HAS vs FDS
+135.1%
-33.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.2% | -5.0% | +7.1% | +3.7% |
| 30D | +29.6% | +13.8% | +15.8% | +24.5% |
| 3M | +30.3% | +14.8% | +15.4% | +24.1% |
| 6M | +25.6% | +47.4% | -21.8% | +8.8% |
| YTD | +50.8% | +14.2% | +36.7% | +41.1% |
| 1Y | +63.0% | +26.6% | +36.4% | +45.6% |
| 3Y | +211.6% | -24.4% | +236.0% | +238.4% |
| 5Y | +50.4% | -22.6% | +73.0% | +58.8% |
| 10Y | +101.9% | +130.0% | -28.1% | +39.0% |
| All | +101.9% | +135.1% | -33.2% | +39.0% |
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