+55.7%
HAS vs FTV
+77.3%
-21.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -2.7% | -8.3% | +5.6% | +1.9% |
| 3M | +8.9% | -7.4% | +16.3% | +13.0% |
| 6M | -2.9% | -1.2% | -1.7% | -3.2% |
| YTD | +12.6% | +2.7% | +9.9% | +9.2% |
| 1Y | +17.5% | +18.4% | -1.0% | +5.1% |
| 3Y | +46.2% | -2.0% | +48.2% | +42.4% |
| 5Y | +12.6% | +3.4% | +9.2% | +4.6% |
| 10Y | +55.7% | +78.5% | -22.8% | +9.5% |
| All | +55.7% | +77.3% | -21.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling