+189.2%
HAS vs FDS
-23.2%
+212.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | 0.0% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | +31.0% | +20.2% | +10.8% | +28.0% |
| 3M | +30.7% | +19.9% | +10.8% | +27.5% |
| 6M | +23.9% | +56.2% | -32.3% | +16.4% |
| YTD | +48.3% | +14.6% | +33.8% | +49.1% |
| 1Y | +60.2% | +31.6% | +28.6% | +53.3% |
| 3Y | +189.2% | -23.8% | +213.0% | +223.0% |
| All | +189.2% | -23.2% | +212.4% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling