+190.7%
HAS vs FFIV
+102.8%
+88.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.5% |
| 7D | 0.0% | -14.2% | +14.2% | +3.2% |
| 30D | +31.3% | -33.6% | +65.0% | +42.4% |
| 3M | +32.1% | -24.2% | +56.3% | +37.9% |
| 6M | +28.1% | -8.3% | +36.4% | +25.1% |
| YTD | +49.1% | +22.1% | +27.0% | +30.1% |
| 1Y | +60.5% | +26.5% | +34.1% | +38.0% |
| All | +190.7% | +102.8% | +88.0% | +75.6% |
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