+100.5%
HAS vs FIVE
+563.4%
-463.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +31.0% | +17.7% | +13.4% | +24.8% |
| 3M | +30.7% | +4.0% | +26.7% | +28.5% |
| 6M | +23.9% | +2.6% | +21.3% | +21.2% |
| YTD | +48.3% | +27.6% | +20.7% | +35.2% |
| 1Y | +60.2% | +59.9% | +0.3% | +36.3% |
| 3Y | +189.2% | +35.8% | +153.4% | +140.1% |
| 5Y | +50.4% | +14.4% | +36.0% | +26.4% |
| All | +100.5% | +563.4% | -463.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling