-42.4%
FLUT vs HRB
+24.9%
-67.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +4.5% | -8.1% | +12.6% | +6.5% |
| 30D | +9.2% | +15.0% | -5.8% | +5.6% |
| 3M | -13.7% | +10.2% | -23.9% | -15.9% |
| 6M | -9.0% | +44.2% | -53.2% | -16.0% |
| YTD | -60.2% | +21.0% | -81.2% | -62.1% |
| 1Y | -63.1% | +12.0% | -75.1% | -64.5% |
| All | -42.4% | +24.9% | -67.3% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling