-44.4%
FLUT vs HAS
+215.8%
-260.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.5% | +3.3% | -4.7% | -2.2% |
| 30D | +3.4% | +30.5% | -27.1% | -3.0% |
| 3M | -12.5% | +29.9% | -42.4% | -17.8% |
| 6M | -18.5% | +26.5% | -45.0% | -23.0% |
| YTD | -61.6% | +51.9% | -113.6% | -65.5% |
| 1Y | -64.1% | +60.9% | -125.0% | -68.2% |
| All | -44.4% | +215.8% | -260.2% | -58.9% |
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