+101.9%
HAS vs FLR
+17.5%
+84.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +0.5% |
| 7D | +2.2% | +8.5% | -6.4% | +0.9% |
| 30D | +29.6% | -0.7% | +30.3% | +29.5% |
| 3M | +30.3% | -11.7% | +42.0% | +32.0% |
| 6M | +25.6% | +16.2% | +9.4% | +21.7% |
| YTD | +50.8% | +27.0% | +23.8% | +43.4% |
| 1Y | +63.0% | +10.1% | +52.9% | +58.1% |
| 3Y | +211.6% | +46.2% | +165.4% | +182.1% |
| 5Y | +50.4% | +121.4% | -71.0% | +26.3% |
| 10Y | +101.9% | +11.0% | +90.9% | +67.5% |
| All | +101.9% | +17.5% | +84.4% | +67.5% |
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