+94.1%
HAS vs FIVN
+92.2%
+1.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | +1.6% | -17.4% | +19.1% | +4.2% |
| 30D | +26.6% | -20.4% | +47.0% | +30.4% |
| 3M | +29.0% | -9.6% | +38.6% | +29.7% |
| 6M | +30.6% | +34.7% | -4.1% | +22.3% |
| YTD | +51.5% | +40.6% | +10.9% | +38.6% |
| 1Y | +58.5% | +34.3% | +24.2% | +45.8% |
| 3Y | +214.1% | -55.5% | +269.6% | +232.9% |
| 5Y | +50.2% | -82.5% | +132.7% | +74.4% |
| All | +94.1% | +92.2% | +1.9% | +69.8% |
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