-52.0%
FLUT vs HAS
+181.4%
-233.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +7.7% | +31.0% | -23.3% | +0.8% |
| 3M | -12.2% | +30.7% | -42.8% | -17.7% |
| 6M | -17.6% | +23.9% | -41.5% | -21.8% |
| YTD | -62.0% | +48.3% | -110.3% | -65.8% |
| 1Y | -62.3% | +60.2% | -122.5% | -66.7% |
| 3Y | -52.0% | +189.2% | -241.2% | -64.7% |
| All | -52.0% | +181.4% | -233.4% | -64.7% |
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