-49.8%
FLUT vs HAS
+48.2%
-98.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +9.3% | +26.3% | -17.0% | +2.8% |
| 3M | -17.5% | +25.6% | -43.1% | -22.3% |
| 6M | -14.6% | +30.3% | -44.9% | -20.5% |
| YTD | -62.3% | +50.4% | -112.6% | -66.4% |
| 1Y | -59.6% | +57.7% | -117.4% | -64.5% |
| 3Y | -45.3% | +213.4% | -258.7% | -61.0% |
| All | -49.8% | +48.2% | -98.0% | -53.5% |
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 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