+215.0%
HAS vs FDS
-24.9%
+239.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +3.3% | -2.0% | +5.3% | +3.5% |
| 30D | +30.5% | +13.5% | +17.0% | +28.4% |
| 3M | +29.9% | +15.2% | +14.7% | +27.4% |
| 6M | +26.5% | +47.0% | -20.5% | +20.0% |
| YTD | +51.9% | +13.9% | +38.1% | +52.8% |
| 1Y | +60.9% | +25.2% | +35.7% | +56.4% |
| 3Y | +215.0% | -25.3% | +240.3% | +255.4% |
| All | +215.0% | -24.9% | +239.9% | +255.4% |
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