+266.5%
HAS vs USFR
+28.5%
+238.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +31.0% | +0.4% | +30.6% | +30.8% |
| 3M | +30.7% | +1.1% | +29.6% | +30.0% |
| 6M | +23.9% | +2.1% | +21.9% | +22.7% |
| YTD | +48.3% | +3.4% | +44.9% | +45.9% |
| 1Y | +60.2% | +4.1% | +56.1% | +57.0% |
| 3Y | +189.2% | +14.4% | +174.8% | +169.6% |
| 5Y | +50.4% | +21.3% | +29.1% | +35.3% |
| 10Y | +104.2% | +28.5% | +75.7% | +77.5% |
| All | +266.5% | +28.5% | +238.0% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling