-26.8%
FLUT vs HBM
+281.1%
-308.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -0.7% | +2.2% | -2.9% | -0.9% |
| 30D | +9.3% | -11.8% | +21.0% | +10.1% |
| 3M | -17.5% | -19.2% | +1.7% | -16.3% |
| 6M | -14.6% | -22.9% | +8.3% | -13.7% |
| YTD | -62.3% | +7.8% | -70.1% | -63.4% |
| 1Y | -59.6% | +34.9% | -94.6% | -61.8% |
| 3Y | -45.3% | +422.2% | -467.5% | -54.8% |
| 5Y | -50.4% | +192.8% | -243.2% | -58.2% |
| All | -26.8% | +281.1% | -308.0% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling