+18.8%
HAS vs FLR
+31.2%
-12.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -1.8% | +5.4% | -7.2% | -2.2% |
| 30D | +2.3% | +11.4% | -9.1% | +1.1% |
| 3M | +10.4% | +11.4% | -1.0% | +8.8% |
| 6M | -3.2% | +16.6% | -19.9% | -5.5% |
| YTD | +15.4% | +41.7% | -26.3% | +9.8% |
| 1Y | +18.8% | +35.4% | -16.6% | +12.6% |
| All | +18.8% | +31.2% | -12.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling