+63.2%
HAS vs FDS
+27.2%
+36.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.7% |
| 7D | +2.0% | -2.1% | +4.1% | +2.1% |
| 30D | +30.9% | +16.0% | +14.9% | +30.6% |
| 3M | +28.8% | +18.8% | +10.0% | +28.5% |
| 6M | +32.3% | +54.1% | -21.8% | +34.2% |
| YTD | +54.7% | +17.0% | +37.7% | +57.0% |
| 1Y | +63.2% | +25.5% | +37.7% | +63.9% |
| All | +63.2% | +27.2% | +36.0% | +63.9% |
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