+465.9%
HAS vs FIVE
+826.1%
-360.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | +31.3% | +14.9% | +16.4% | +26.7% |
| 3M | +32.1% | +7.6% | +24.5% | +29.1% |
| 6M | +28.1% | +6.4% | +21.7% | +24.6% |
| YTD | +49.1% | +28.1% | +21.0% | +37.7% |
| 1Y | +60.5% | +54.7% | +5.8% | +41.1% |
| 3Y | +183.9% | +36.1% | +147.8% | +141.7% |
| 5Y | +51.2% | +14.9% | +36.3% | +29.9% |
| 10Y | +105.3% | +578.8% | -473.6% | +20.1% |
| All | +465.9% | +826.1% | -360.3% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling