-3.2%
HAS vs IFF
+10.2%
-13.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | +2.3% | -2.0% | +4.2% | +2.6% |
| 3M | +10.4% | +18.5% | -8.2% | +6.0% |
| 6M | -3.2% | +11.7% | -14.9% | -6.0% |
| All | -3.2% | +10.2% | -13.4% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling