+185.2%
HAS vs USFR
+27.5%
+157.7%
-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 | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +2.3% | +0.3% | +2.0% | +2.1% |
| 3M | +10.4% | +1.0% | +9.4% | +9.8% |
| 6M | -3.2% | +1.9% | -5.2% | -4.1% |
| YTD | +15.4% | +2.6% | +12.8% | +13.9% |
| 1Y | +18.8% | +4.0% | +14.8% | +16.4% |
| 3Y | +43.9% | +14.1% | +29.8% | +34.3% |
| 5Y | +13.9% | +20.4% | -6.5% | +2.8% |
| 10Y | +56.4% | +28.0% | +28.4% | +36.3% |
| All | +185.2% | +27.5% | +157.7% | +146.3% |
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