+739.7%
HAS vs FFIV
+5,982.7%
-5,243.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.0% |
| 7D | 0.0% | -14.2% | +14.2% | +1.9% |
| 30D | +31.3% | -33.6% | +65.0% | +37.8% |
| 3M | +32.1% | -24.2% | +56.3% | +36.0% |
| 6M | +28.1% | -8.3% | +36.4% | +28.4% |
| YTD | +49.1% | +22.1% | +27.0% | +43.6% |
| 1Y | +60.5% | +26.5% | +34.1% | +53.8% |
| 3Y | +183.9% | +102.3% | +81.5% | +155.5% |
| 5Y | +51.2% | +40.6% | +10.6% | +41.8% |
| 10Y | +105.3% | +129.7% | -24.4% | +80.5% |
| All | +739.7% | +5,982.7% | -5,243.0% | +434.0% |
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