+58.5%
HAS vs FTV
+90.8%
-32.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -1.8% | -4.5% | +2.7% | +0.6% |
| 30D | +2.3% | -7.1% | +9.3% | +6.2% |
| 3M | +10.4% | -7.2% | +17.5% | +14.3% |
| 6M | -3.2% | -1.5% | -1.7% | -3.4% |
| YTD | +15.4% | +3.5% | +11.9% | +11.4% |
| 1Y | +18.8% | +20.3% | -1.5% | +5.4% |
| 3Y | +43.9% | -3.1% | +47.1% | +41.1% |
| 5Y | +13.9% | +2.3% | +11.5% | +6.5% |
| 10Y | +56.4% | +76.3% | -19.9% | +10.3% |
| All | +58.5% | +90.8% | -32.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling