+241.2%
FLEX vs HAS
+182.9%
+58.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.7% | -11.9% | -13.0% |
| 7D | -28.3% | 0.0% | -28.3% | -28.3% |
| 30D | -45.0% | +31.3% | -76.3% | -50.5% |
| 3M | -45.2% | +32.1% | -77.4% | -50.9% |
| 6M | -30.8% | +28.1% | -59.0% | -37.6% |
| YTD | +10.4% | +49.1% | -38.7% | -7.4% |
| 1Y | +2.3% | +60.5% | -58.3% | -16.9% |
| All | +241.2% | +182.9% | +58.3% | +125.1% |
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