+101.9%
HAS vs FFIV
+132.4%
-30.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | +29.6% | -33.8% | +63.4% | +48.2% |
| 3M | +30.3% | -20.6% | +50.9% | +38.2% |
| 6M | +25.6% | -10.2% | +35.9% | +25.7% |
| YTD | +50.8% | +24.5% | +26.3% | +30.2% |
| 1Y | +63.0% | +29.3% | +33.7% | +38.3% |
| 3Y | +211.6% | +103.8% | +107.8% | +111.8% |
| 5Y | +50.4% | +40.9% | +9.5% | +16.4% |
| 10Y | +101.9% | +126.6% | -24.7% | +17.2% |
| All | +101.9% | +132.4% | -30.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling