+2,054.3%
FLUT vs HDB
+3,865.3%
-1,811.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | +7.7% | -2.8% | +10.6% | +8.0% |
| 3M | -0.7% | -3.5% | +2.8% | -0.5% |
| 6M | -11.2% | -24.7% | +13.6% | -9.3% |
| YTD | -53.4% | -36.6% | -16.9% | -51.9% |
| 1Y | -65.8% | -34.4% | -31.4% | -64.7% |
| 3Y | -44.9% | -24.4% | -20.5% | -44.0% |
| 5Y | -49.7% | -35.4% | -14.3% | -48.6% |
| 10Y | -9.7% | +39.5% | -49.3% | -11.8% |
| All | +2,054.3% | +3,865.3% | -1,811.0% | +1,799.6% |
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