+1,474.7%
HAS vs FLR
+603.8%
+870.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -1.8% | +5.4% | -7.2% | -2.8% |
| 30D | +2.3% | +11.4% | -9.1% | -0.3% |
| 3M | +10.4% | +11.4% | -1.0% | +7.2% |
| 6M | -3.2% | +16.6% | -19.9% | -7.5% |
| YTD | +15.4% | +41.7% | -26.3% | +6.0% |
| 1Y | +18.8% | +35.4% | -16.6% | +9.5% |
| 3Y | +43.9% | +57.3% | -13.4% | +24.4% |
| 5Y | +13.9% | +241.0% | -227.1% | -18.0% |
| 10Y | +56.4% | +16.6% | +39.8% | +20.5% |
| All | +1,474.7% | +603.8% | +870.9% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling