+65.6%
HAS vs FND
+76.3%
-10.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.6% |
| 7D | +2.2% | +8.5% | -6.4% | -0.3% |
| 30D | +29.6% | +17.2% | +12.4% | +23.6% |
| 3M | +30.3% | -14.9% | +45.2% | +35.4% |
| 6M | +25.6% | +3.1% | +22.5% | +22.2% |
| YTD | +50.8% | -12.4% | +63.2% | +52.2% |
| 1Y | +63.0% | -10.0% | +73.0% | +62.9% |
| 3Y | +211.6% | -31.3% | +242.9% | +227.4% |
| 5Y | +50.4% | -60.3% | +110.7% | +74.3% |
| All | +65.6% | +76.3% | -10.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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