+92.6%
HAS vs FIVE
+504.2%
-411.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.4% | +2.7% | -1.3% | +0.6% |
| 30D | +26.3% | +12.7% | +13.6% | +21.8% |
| 3M | +25.6% | +2.1% | +23.5% | +24.2% |
| 6M | +30.3% | +17.5% | +12.8% | +22.5% |
| YTD | +50.4% | +31.0% | +19.4% | +36.0% |
| 1Y | +57.7% | +67.7% | -10.0% | +32.3% |
| 3Y | +213.4% | +43.4% | +170.0% | +155.7% |
| 5Y | +49.1% | +18.1% | +31.0% | +24.1% |
| All | +92.6% | +504.2% | -411.6% | -2.0% |
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