+1,478.9%
HAS vs FDS
+10,727.5%
-9,248.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | 0.0% | +6.4% | -6.4% | -1.5% |
| 30D | +31.3% | +25.2% | +6.2% | +24.8% |
| 3M | +32.1% | +22.9% | +9.2% | +25.6% |
| 6M | +28.1% | +56.5% | -28.4% | +14.0% |
| YTD | +49.1% | +19.0% | +30.1% | +39.8% |
| 1Y | +60.5% | +32.7% | +27.8% | +46.3% |
| 3Y | +183.9% | -20.4% | +204.3% | +189.9% |
| 5Y | +51.2% | -19.6% | +70.8% | +53.0% |
| 10Y | +105.3% | +148.5% | -43.2% | +60.9% |
| All | +1,478.9% | +10,727.5% | -9,248.6% | +637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling