-26.1%
FLUT vs HDB
+61.5%
-87.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | -6.5% | +13.7% | -20.2% | -8.6% |
| 30D | +2.8% | +15.8% | -13.1% | +0.1% |
| 3M | -13.5% | +9.2% | -22.7% | -14.9% |
| 6M | -19.0% | +3.2% | -22.1% | -19.7% |
| YTD | -61.9% | -29.4% | -32.5% | -59.9% |
| 1Y | -63.2% | -27.9% | -35.3% | -61.4% |
| 3Y | -46.0% | -5.9% | -40.1% | -46.3% |
| 5Y | -51.8% | -23.5% | -28.3% | -51.2% |
| 10Y | -26.1% | +61.3% | -87.4% | -26.3% |
| All | -26.1% | +61.5% | -87.6% | -26.3% |
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