-44.5%
FLUT vs HBM
+448.1%
-492.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.9% |
| 7D | -1.5% | +2.4% | -3.8% | -1.8% |
| 30D | +3.4% | -16.0% | +19.4% | +4.9% |
| 3M | -12.5% | -21.3% | +8.9% | -10.8% |
| 6M | -18.5% | -12.2% | -6.2% | -18.6% |
| YTD | -61.6% | +10.7% | -72.3% | -64.0% |
| 1Y | -64.1% | +30.3% | -94.4% | -67.4% |
| 3Y | -44.5% | +432.2% | -476.7% | -64.4% |
| All | -44.5% | +448.1% | -492.6% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling