+2,037.5%
FLUT vs DHI
+1,944.5%
+93.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -2.6% | -2.3% | -0.3% | -2.5% |
| 30D | +5.4% | -5.3% | +10.6% | +5.7% |
| 3M | -10.8% | -7.8% | -3.0% | -10.4% |
| 6M | -9.2% | -5.4% | -3.8% | -9.0% |
| YTD | -53.8% | -2.7% | -51.1% | -53.8% |
| 1Y | -66.0% | -21.0% | -45.0% | -65.6% |
| 3Y | -44.7% | +22.2% | -66.8% | -45.6% |
| 5Y | -50.6% | +62.2% | -112.8% | -52.2% |
| 10Y | -10.4% | +414.3% | -424.7% | -15.8% |
| All | +2,037.5% | +1,944.5% | +93.0% | +1,844.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling