+55.7%
HAS vs FLR
+18.9%
+36.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -2.7% | -0.7% | -2.0% | -2.8% |
| 3M | +8.9% | +14.3% | -5.4% | +6.3% |
| 6M | -2.9% | +25.6% | -28.5% | -7.1% |
| YTD | +12.6% | +42.9% | -30.2% | +5.6% |
| 1Y | +17.5% | +38.7% | -21.3% | +10.3% |
| 3Y | +46.2% | +61.8% | -15.6% | +30.8% |
| 5Y | +12.6% | +254.1% | -241.5% | -11.1% |
| 10Y | +55.7% | +20.0% | +35.6% | +29.8% |
| All | +55.7% | +18.9% | +36.8% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling