+500.2%
FLUT vs HBM
+471.0%
+29.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.8% |
| 7D | -1.5% | +2.4% | -3.8% | -1.6% |
| 30D | +3.4% | -16.0% | +19.4% | +4.2% |
| 3M | -12.5% | -21.3% | +8.9% | -11.6% |
| 6M | -18.5% | -12.2% | -6.2% | -18.5% |
| YTD | -61.6% | +10.7% | -72.3% | -62.3% |
| 1Y | -64.1% | +30.3% | -94.4% | -65.1% |
| 3Y | -44.5% | +432.2% | -476.7% | -50.0% |
| 5Y | -51.3% | +218.8% | -270.1% | -55.8% |
| 10Y | -25.6% | +281.4% | -306.9% | -32.4% |
| All | +500.2% | +471.0% | +29.2% | +435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling