+11.0%
HAS vs IFF
-35.9%
+46.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | -4.8% | -3.0% | -1.8% | -3.8% |
| 30D | -5.1% | -0.9% | -4.2% | -4.8% |
| 3M | +6.4% | +11.8% | -5.5% | +1.7% |
| 6M | -5.6% | +16.5% | -22.2% | -12.1% |
| YTD | +11.0% | +26.5% | -15.5% | -0.3% |
| 1Y | +16.8% | +32.7% | -15.9% | +2.7% |
| 3Y | +44.0% | +32.0% | +12.0% | +25.8% |
| 5Y | +11.0% | -36.1% | +47.1% | +22.5% |
| All | +11.0% | -35.9% | +46.8% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling