+3,324.5%
HAS vs IFF
+856.0%
+2,468.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | +2.3% | -2.0% | +4.2% | +2.9% |
| 3M | +10.4% | +18.5% | -8.2% | +3.2% |
| 6M | -3.2% | +11.7% | -14.9% | -8.4% |
| YTD | +15.4% | +29.6% | -14.2% | +3.1% |
| 1Y | +18.8% | +35.0% | -16.2% | +4.3% |
| 3Y | +43.9% | +32.3% | +11.7% | +25.9% |
| 5Y | +13.9% | -34.6% | +48.5% | +24.5% |
| 10Y | +56.4% | -20.6% | +77.0% | +52.3% |
| All | +3,324.5% | +856.0% | +2,468.5% | +1,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling