+1,675.5%
FLUT vs HDB
+4,344.2%
-2,668.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -1.5% | +12.7% | -14.2% | -2.4% |
| 30D | +3.4% | +16.6% | -13.2% | +2.1% |
| 3M | -12.5% | +10.8% | -23.3% | -13.2% |
| 6M | -18.5% | +3.8% | -22.3% | -18.8% |
| YTD | -61.6% | -28.9% | -32.7% | -60.7% |
| 1Y | -64.1% | -28.0% | -36.1% | -63.3% |
| 3Y | -44.5% | -7.2% | -37.3% | -44.5% |
| 5Y | -51.3% | -22.2% | -29.0% | -50.8% |
| 10Y | -25.6% | +63.6% | -89.1% | -28.2% |
| All | +1,675.5% | +4,344.2% | -2,668.7% | +1,450.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling