-64.3%
FLUT vs HAS
+61.8%
-126.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -6.5% | +2.2% | -8.6% | -6.9% |
| 30D | +2.8% | +29.6% | -26.8% | -2.9% |
| 3M | -13.5% | +30.3% | -43.7% | -18.3% |
| 6M | -19.0% | +25.6% | -44.6% | -22.0% |
| YTD | -61.9% | +50.8% | -112.7% | -66.2% |
| All | -64.3% | +61.8% | -126.1% | -69.5% |
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