-65.8%
FLUT vs DHI
-16.9%
-48.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.9% |
| 7D | -1.6% | -3.1% | +1.5% | -0.8% |
| 30D | +7.7% | -5.5% | +13.2% | +9.1% |
| 3M | -0.7% | -2.2% | +1.5% | -0.7% |
| 6M | -11.2% | -6.0% | -5.2% | -11.7% |
| YTD | -53.4% | 0.0% | -53.4% | -55.0% |
| 1Y | -65.8% | -18.2% | -47.5% | -65.2% |
| All | -65.8% | -16.9% | -48.9% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling