+48.6%
HAS vs FLR
+93.7%
-45.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.8% |
| 3M | +30.7% | -4.7% | +35.3% | +30.7% |
| 6M | +23.9% | -14.2% | +38.1% | +25.3% |
| YTD | +48.3% | +17.3% | +31.0% | +41.1% |
| 1Y | +60.2% | +4.3% | +56.0% | +55.5% |
| 3Y | +189.2% | +30.7% | +158.5% | +154.0% |
| All | +48.6% | +93.7% | -45.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling