-9.3%
FLUT vs DHI
+414.5%
-423.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +0.4% | -3.4% | +3.9% | +1.1% |
| 30D | +2.5% | -5.4% | +8.0% | +3.6% |
| 3M | -9.2% | -10.4% | +1.2% | -7.5% |
| 6M | -8.2% | -2.8% | -5.5% | -8.1% |
| YTD | -53.2% | -3.4% | -49.8% | -53.3% |
| 1Y | -65.6% | -22.9% | -42.7% | -64.3% |
| 3Y | -43.6% | +20.7% | -64.3% | -46.8% |
| 5Y | -50.3% | +62.1% | -112.4% | -56.0% |
| All | -9.3% | +414.5% | -423.8% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling