-26.1%
FLUT vs HDB
+62.8%
-88.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -1.2% | +4.1% | -5.3% | -1.9% |
| 30D | +5.0% | +13.0% | -8.0% | +2.7% |
| 3M | -16.4% | +11.3% | -27.7% | -18.0% |
| 6M | -14.6% | +6.9% | -21.5% | -15.9% |
| YTD | -61.9% | -29.6% | -32.2% | -59.8% |
| 1Y | -65.0% | -29.5% | -35.5% | -63.2% |
| 3Y | -44.8% | -8.1% | -36.7% | -44.9% |
| 5Y | -49.9% | -23.4% | -26.5% | -49.3% |
| All | -26.1% | +62.8% | -88.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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