+550.0%
HAS vs FFIV
+7,518.9%
-6,969.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | +2.3% | -5.1% | +7.3% | +2.8% |
| 3M | +10.4% | -4.5% | +14.8% | +10.7% |
| 6M | -3.2% | +36.5% | -39.7% | -7.5% |
| YTD | +15.4% | +53.0% | -37.6% | +8.6% |
| 1Y | +18.8% | +24.2% | -5.4% | +14.5% |
| 3Y | +43.9% | +137.2% | -93.3% | +27.6% |
| 5Y | +13.9% | +91.8% | -77.9% | +3.3% |
| 10Y | +56.4% | +215.2% | -158.8% | +33.0% |
| All | +550.0% | +7,518.9% | -6,969.0% | +303.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling