+50.2%
HAS vs FDS
-23.2%
+73.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +1.6% | -2.6% | +4.2% | +2.2% |
| 30D | +26.6% | +14.1% | +12.6% | +23.2% |
| 3M | +29.0% | +19.8% | +9.2% | +23.9% |
| 6M | +30.6% | +55.0% | -24.4% | +17.5% |
| YTD | +51.5% | +15.9% | +35.6% | +47.3% |
| 1Y | +58.5% | +24.2% | +34.3% | +49.7% |
| 3Y | +214.1% | -24.0% | +238.1% | +252.7% |
| 5Y | +50.2% | -23.3% | +73.6% | +61.5% |
| All | +50.2% | -23.2% | +73.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling