-63.2%
FLUT vs HBM
+47.3%
-110.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -6.0% | -2.2% |
| 7D | +4.2% | -5.8% | +10.0% | +3.9% |
| 30D | +8.0% | -18.5% | +26.5% | +7.5% |
| 3M | -22.1% | -10.3% | -11.8% | -22.1% |
| 6M | -21.7% | +2.1% | -23.8% | -21.8% |
| YTD | -62.0% | +12.0% | -74.0% | -65.8% |
| 1Y | -63.2% | +49.8% | -112.9% | -72.0% |
| All | -63.2% | +47.3% | -110.4% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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