+1,122.2%
HAS vs FDS
+9,502.8%
-8,380.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | +2.3% | +9.0% | -6.8% | +0.2% |
| 3M | +10.4% | +18.9% | -8.5% | +5.4% |
| 6M | -3.2% | +35.1% | -38.4% | -11.2% |
| YTD | +15.4% | +5.5% | +9.9% | +11.5% |
| 1Y | +18.8% | -16.8% | +35.6% | +20.7% |
| 3Y | +43.9% | -28.1% | +72.0% | +50.6% |
| 5Y | +13.9% | -17.4% | +31.3% | +14.7% |
| 10Y | +56.4% | +85.4% | -29.0% | +30.6% |
| All | +1,122.2% | +9,502.8% | -8,380.7% | +488.1% |
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