-49.2%
FLUT vs HBM
+369.9%
-419.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -0.3% |
| 7D | +3.8% | +7.4% | -3.5% | +2.7% |
| 30D | +6.3% | +5.1% | +1.2% | +5.4% |
| 3M | -4.0% | +11.1% | -15.2% | -6.4% |
| 6M | -10.3% | +30.2% | -40.5% | -16.0% |
| YTD | -53.2% | +46.2% | -99.4% | -57.8% |
| 1Y | -65.0% | +120.0% | -185.1% | -71.1% |
| 3Y | -43.9% | +527.4% | -571.3% | -64.3% |
| 5Y | -49.2% | +400.4% | -449.6% | -66.0% |
| All | -49.2% | +369.9% | -419.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling