+101.9%
HAS vs USFR
+28.5%
+73.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +29.6% | +0.4% | +29.2% | +29.3% |
| 3M | +30.3% | +1.1% | +29.2% | +29.5% |
| 6M | +25.6% | +2.0% | +23.6% | +24.2% |
| YTD | +50.8% | +3.4% | +47.4% | +47.7% |
| 1Y | +63.0% | +4.1% | +58.9% | +58.8% |
| 3Y | +211.6% | +14.3% | +197.2% | +181.6% |
| 5Y | +50.4% | +21.3% | +29.1% | +26.7% |
| 10Y | +101.9% | +28.5% | +73.4% | +60.8% |
| All | +101.9% | +28.5% | +73.4% | +60.8% |
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