+651.7%
FLEX vs HAS
+106.0%
+545.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.0% |
| 7D | +2.2% | +2.0% | +0.2% | +1.5% |
| 30D | -32.6% | +30.9% | -63.6% | -40.5% |
| 3M | -35.5% | +28.8% | -64.2% | -42.7% |
| 6M | -45.6% | +32.3% | -77.9% | -52.7% |
| YTD | +30.7% | +54.7% | -24.0% | +5.1% |
| 1Y | +28.4% | +63.2% | -34.9% | +0.7% |
| 3Y | +301.7% | +220.7% | +81.0% | +125.4% |
| 5Y | +473.3% | +53.3% | +419.9% | +343.8% |
| 10Y | +651.7% | +104.2% | +547.5% | +386.4% |
| All | +651.7% | +106.0% | +545.7% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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