+213.4%
HAS vs FTV
+39.2%
+174.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.4% | +3.9% | -2.5% | -0.4% |
| 30D | +26.3% | +18.7% | +7.6% | +16.5% |
| 3M | +25.6% | +10.0% | +15.6% | +19.9% |
| 6M | +30.3% | +14.6% | +15.7% | +21.3% |
| YTD | +50.4% | +23.4% | +26.9% | +33.6% |
| 1Y | +57.7% | +31.3% | +26.4% | +35.3% |
| 3Y | +213.4% | +39.8% | +173.6% | +127.3% |
| All | +213.4% | +39.2% | +174.2% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling