+1,663.9%
FLUT vs HAS
+2,034.8%
-370.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.9% |
| 7D | -1.2% | +1.6% | -2.8% | -1.4% |
| 30D | +5.0% | +26.6% | -21.6% | +2.3% |
| 3M | -16.4% | +29.0% | -45.4% | -18.7% |
| 6M | -14.6% | +30.6% | -45.2% | -17.2% |
| YTD | -61.9% | +51.5% | -113.4% | -63.7% |
| 1Y | -65.0% | +58.5% | -123.5% | -66.8% |
| 3Y | -44.8% | +214.1% | -258.9% | -51.2% |
| 5Y | -49.9% | +50.2% | -100.1% | -53.2% |
| 10Y | -26.1% | +100.0% | -126.1% | -33.0% |
| All | +1,663.9% | +2,034.8% | -370.9% | +1,345.7% |
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 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