+100.8%
HAS vs FIVN
+107.4%
-6.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | +2.2% | -19.3% | +21.5% | +5.1% |
| 30D | +29.6% | -20.7% | +50.3% | +33.5% |
| 3M | +30.3% | -15.1% | +45.3% | +32.2% |
| 6M | +25.6% | +30.6% | -5.0% | +18.3% |
| YTD | +50.8% | +44.0% | +6.8% | +37.5% |
| 1Y | +63.0% | +45.5% | +17.5% | +48.1% |
| 3Y | +211.6% | -52.8% | +264.3% | +227.3% |
| 5Y | +50.4% | -82.6% | +133.0% | +74.7% |
| All | +100.8% | +107.4% | -6.6% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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