+56.8%
HAS vs FIVE
+478.4%
-421.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -2.0% |
| 7D | -1.8% | +4.3% | -6.1% | -3.1% |
| 30D | +2.3% | +12.5% | -10.2% | -1.5% |
| 3M | +10.4% | +31.2% | -20.9% | +1.4% |
| 6M | -3.2% | +14.4% | -17.6% | -8.4% |
| YTD | +15.4% | +33.9% | -18.5% | +4.1% |
| 1Y | +18.8% | +65.1% | -46.3% | +0.1% |
| 3Y | +43.9% | +49.0% | -5.0% | +16.5% |
| 5Y | +13.9% | +30.3% | -16.4% | -8.1% |
| All | +56.8% | +478.4% | -421.6% | -17.5% |
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