-49.2%
FLUT vs HDB
-37.8%
-11.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | +3.8% | -2.0% | +5.9% | +4.5% |
| 30D | +6.3% | -4.9% | +11.2% | +8.0% |
| 3M | -4.0% | -2.3% | -1.7% | -3.8% |
| 6M | -10.3% | -23.7% | +13.4% | -3.1% |
| YTD | -53.2% | -38.5% | -14.7% | -45.9% |
| 1Y | -65.0% | -36.5% | -28.6% | -60.1% |
| 3Y | -43.9% | -28.5% | -15.4% | -39.7% |
| 5Y | -49.2% | -37.4% | -11.9% | -44.7% |
| All | -49.2% | -37.8% | -11.5% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling