+94.1%
HAS vs USFR
+28.5%
+65.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +26.6% | +0.4% | +26.2% | +26.3% |
| 3M | +29.0% | +1.0% | +27.9% | +28.2% |
| 6M | +30.6% | +2.0% | +28.5% | +29.0% |
| YTD | +51.5% | +3.4% | +48.1% | +48.3% |
| 1Y | +58.5% | +4.1% | +54.4% | +54.4% |
| 3Y | +214.1% | +14.4% | +199.7% | +183.5% |
| 5Y | +50.2% | +21.4% | +28.8% | +26.3% |
| All | +94.1% | +28.5% | +65.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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