+57.7%
HAS vs FFIV
+28.7%
+29.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +26.3% | -32.4% | +58.7% | +27.9% |
| 3M | +25.6% | -25.7% | +51.3% | +26.6% |
| 6M | +30.3% | -13.5% | +43.8% | +27.9% |
| YTD | +50.4% | +21.1% | +29.3% | +34.7% |
| 1Y | +57.7% | +29.4% | +28.3% | +38.2% |
| All | +57.7% | +28.7% | +29.0% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling