+2,054.3%
FLUT vs HAS
+1,526.1%
+528.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +7.7% | +2.3% | +5.5% | +7.5% |
| 3M | -0.7% | +10.4% | -11.1% | -1.8% |
| 6M | -11.2% | -3.2% | -7.9% | -11.0% |
| YTD | -53.4% | +15.4% | -68.9% | -54.3% |
| 1Y | -65.8% | +18.8% | -84.6% | -66.5% |
| 3Y | -44.9% | +43.9% | -88.9% | -47.6% |
| 5Y | -49.7% | +13.9% | -63.6% | -51.6% |
| 10Y | -9.7% | +56.4% | -66.1% | -15.9% |
| All | +2,054.3% | +1,526.1% | +528.2% | +1,719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling