+100.5%
HAS vs FFIV
+126.1%
-25.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -8.1% | +8.0% | +2.8% |
| 30D | +31.0% | -33.4% | +64.4% | +49.4% |
| 3M | +30.7% | -24.7% | +55.4% | +41.3% |
| 6M | +23.9% | -8.8% | +32.8% | +23.0% |
| YTD | +48.3% | +21.8% | +26.5% | +29.1% |
| 1Y | +60.2% | +25.3% | +34.9% | +37.6% |
| 3Y | +189.2% | +101.2% | +88.1% | +97.4% |
| 5Y | +50.4% | +40.2% | +10.2% | +16.5% |
| All | +100.5% | +126.1% | -25.6% | +14.9% |
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