-63.2%
FLUT vs HAS
+66.3%
-129.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.0% |
| 7D | +4.2% | +2.4% | +1.7% | +3.6% |
| 30D | +8.0% | +31.6% | -23.6% | +1.6% |
| 3M | -22.1% | +33.9% | -55.9% | -26.8% |
| 6M | -21.7% | +31.4% | -53.1% | -25.5% |
| YTD | -62.0% | +51.6% | -113.6% | -66.3% |
| 1Y | -63.2% | +65.2% | -128.3% | -69.4% |
| All | -63.2% | +66.3% | -129.5% | -69.4% |
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