-65.8%
FLUT vs HRB
+1.1%
-66.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.1% |
| 7D | -1.6% | -5.7% | +4.0% | -0.1% |
| 30D | +7.7% | +7.9% | -0.2% | +5.5% |
| 3M | -0.7% | +32.1% | -32.8% | -7.9% |
| 6M | -11.2% | +62.2% | -73.4% | -21.1% |
| YTD | -53.4% | +16.4% | -69.8% | -53.6% |
| 1Y | -65.8% | -0.3% | -65.5% | -66.0% |
| All | -65.8% | +1.1% | -66.8% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling