+222.4%
HAS vs IFF
+24.4%
+198.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | -5.7% | +7.7% | +4.0% |
| 30D | +30.9% | -2.7% | +33.6% | +31.7% |
| 3M | +28.8% | -2.3% | +31.1% | +29.3% |
| 6M | +32.3% | +6.0% | +26.3% | +28.4% |
| YTD | +54.7% | +24.6% | +30.1% | +38.3% |
| 1Y | +63.2% | +29.4% | +33.9% | +43.2% |
| All | +222.4% | +24.4% | +198.0% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling