+92.6%
HAS vs IFF
-12.5%
+105.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.1% |
| 7D | +1.4% | -1.8% | +3.1% | +2.0% |
| 30D | +26.3% | -9.4% | +35.7% | +30.6% |
| 3M | +25.6% | -3.0% | +28.6% | +26.6% |
| 6M | +30.3% | +5.8% | +24.4% | +26.1% |
| YTD | +50.4% | +22.4% | +28.0% | +36.1% |
| 1Y | +57.7% | +23.0% | +34.7% | +42.3% |
| 3Y | +213.4% | +21.8% | +191.6% | +180.6% |
| 5Y | +49.1% | -39.2% | +88.3% | +68.5% |
| All | +92.6% | -12.5% | +105.0% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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