+44.2%
HAS vs FDS
-27.9%
+72.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -1.6% |
| 30D | +2.3% | +9.0% | -6.8% | +1.2% |
| 3M | +10.4% | +18.9% | -8.5% | +8.0% |
| 6M | -3.2% | +35.1% | -38.4% | -7.6% |
| YTD | +15.4% | +5.5% | +9.9% | +17.2% |
| 1Y | +18.8% | -16.8% | +35.6% | +30.8% |
| All | +44.2% | -27.9% | +72.1% | +65.8% |
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