+442.4%
FLEX vs HAS
+44.2%
+398.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -10.1% | +2.3% | -12.4% | -10.9% |
| 3M | -31.3% | +10.4% | -41.7% | -33.9% |
| 6M | +71.3% | -3.2% | +74.5% | +71.4% |
| YTD | +81.2% | +15.4% | +65.8% | +70.2% |
| 1Y | +98.5% | +18.8% | +79.7% | +84.2% |
| All | +442.4% | +44.2% | +398.2% | +385.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling