+215.0%
HAS vs FFIV
+102.8%
+112.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | -4.2% | +7.4% | +4.2% |
| 30D | +30.5% | -33.9% | +64.4% | +41.8% |
| 3M | +29.9% | -22.6% | +52.5% | +35.0% |
| 6M | +26.5% | -10.4% | +36.9% | +24.7% |
| YTD | +51.9% | +24.3% | +27.6% | +32.0% |
| 1Y | +60.9% | +31.8% | +29.1% | +36.5% |
| 3Y | +215.0% | +99.5% | +115.5% | +95.8% |
| All | +215.0% | +102.8% | +112.1% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling