+424.8%
FLEX vs HAS
+48.2%
+376.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.7% |
| 7D | +7.5% | +1.4% | +6.1% | +7.0% |
| 30D | -25.3% | +26.3% | -51.6% | -31.8% |
| 3M | -39.7% | +25.6% | -65.3% | -45.0% |
| 6M | -47.9% | +30.3% | -78.1% | -53.5% |
| YTD | +24.1% | +50.4% | -26.3% | +3.8% |
| 1Y | +26.0% | +57.7% | -31.8% | +3.3% |
| 3Y | +282.7% | +213.4% | +69.3% | +136.0% |
| All | +424.8% | +48.2% | +376.5% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling