+56.0%
HAS vs FIVN
+105.2%
-49.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -4.8% | -9.6% | +4.7% | -3.4% |
| 30D | -5.1% | -11.9% | +6.8% | -3.5% |
| 3M | +6.4% | +40.1% | -33.7% | +0.1% |
| 6M | -5.6% | +68.3% | -74.0% | -15.0% |
| YTD | +11.0% | +51.5% | -40.5% | +1.1% |
| 1Y | +16.8% | +15.1% | +1.7% | +10.9% |
| 3Y | +44.0% | -55.6% | +99.6% | +53.7% |
| 5Y | +11.0% | -82.4% | +93.4% | +29.4% |
| 10Y | +56.0% | +114.5% | -58.5% | +31.3% |
| All | +56.0% | +105.2% | -49.2% | +31.3% |
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