+59.7%
HAS vs FDS
+26.9%
+32.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.7% |
| 7D | +2.2% | -5.0% | +7.1% | +2.3% |
| 30D | +29.6% | +13.8% | +15.8% | +29.3% |
| 3M | +30.3% | +14.8% | +15.4% | +30.1% |
| 6M | +25.6% | +47.4% | -21.8% | +27.3% |
| YTD | +50.8% | +14.2% | +36.7% | +53.2% |
| All | +59.7% | +26.9% | +32.8% | +60.0% |
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 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