+17.2%
HAS vs FLNC
-69.1%
+86.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -1.8% | -4.9% | +3.1% | -1.4% |
| 30D | +2.3% | -27.3% | +29.5% | +5.0% |
| 3M | +10.4% | -61.9% | +72.2% | +19.0% |
| 6M | -3.2% | -34.5% | +31.3% | -3.5% |
| YTD | +15.4% | -47.7% | +63.1% | +16.0% |
| 1Y | +18.8% | +53.3% | -34.5% | +1.6% |
| 3Y | +43.9% | -62.4% | +106.4% | +31.8% |
| All | +17.2% | -69.1% | +86.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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