+10.2%
FLEX vs HAS
+59.5%
-49.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.6% |
| 7D | -19.3% | -0.2% | -19.2% | -19.3% |
| 30D | -41.5% | +31.0% | -72.6% | -45.0% |
| 3M | -43.1% | +30.7% | -73.8% | -46.6% |
| 6M | -48.2% | +23.9% | -72.1% | -51.0% |
| YTD | +15.5% | +48.3% | -32.8% | +0.1% |
| 1Y | +10.2% | +60.2% | -50.0% | -7.4% |
| All | +10.2% | +59.5% | -49.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling