+189.2%
HAS vs FLR
+27.4%
+161.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -1.0% |
| 7D | -0.2% | -0.8% | +0.7% | -0.1% |
| 30D | +31.0% | -9.1% | +40.1% | +32.7% |
| 3M | +30.7% | -4.7% | +35.3% | +30.6% |
| 6M | +23.9% | -14.2% | +38.1% | +25.4% |
| YTD | +48.3% | +17.3% | +31.0% | +40.9% |
| 1Y | +60.2% | +4.3% | +56.0% | +55.4% |
| 3Y | +189.2% | +30.7% | +158.5% | +130.7% |
| All | +189.2% | +27.4% | +161.8% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling