+102.2%
HAS vs FFIV
+126.0%
-23.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | -4.2% | +7.4% | +4.8% |
| 30D | +30.5% | -33.9% | +64.4% | +49.4% |
| 3M | +29.9% | -22.6% | +52.5% | +39.1% |
| 6M | +26.5% | -10.4% | +36.9% | +26.7% |
| YTD | +51.9% | +24.3% | +27.6% | +31.3% |
| 1Y | +60.9% | +31.8% | +29.1% | +35.4% |
| 3Y | +215.0% | +99.5% | +115.5% | +116.1% |
| 5Y | +51.5% | +40.7% | +10.8% | +17.3% |
| 10Y | +102.2% | +126.9% | -24.6% | +17.0% |
| All | +102.2% | +126.0% | -23.7% | +17.0% |
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