+60.9%
HAS vs FIVE
+63.0%
-2.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +3.3% | +7.3% | -4.1% | +2.0% |
| 30D | +30.5% | +18.1% | +12.5% | +27.0% |
| 3M | +29.9% | +7.7% | +22.2% | +28.0% |
| 6M | +26.5% | +13.6% | +12.9% | +23.1% |
| YTD | +51.9% | +34.6% | +17.4% | +40.5% |
| 1Y | +60.9% | +66.2% | -5.3% | +38.7% |
| All | +60.9% | +63.0% | -2.1% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling