-43.9%
FLUT vs HRB
+28.7%
-72.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.8% |
| 7D | +3.8% | -9.1% | +12.9% | +5.7% |
| 30D | +6.3% | +0.3% | +6.0% | +6.1% |
| 3M | -4.0% | +23.4% | -27.4% | -7.8% |
| 6M | -10.3% | +45.1% | -55.4% | -16.0% |
| YTD | -53.2% | +8.9% | -62.1% | -54.3% |
| 1Y | -65.0% | -7.9% | -57.1% | -65.5% |
| 3Y | -43.9% | +27.9% | -71.8% | -40.4% |
| All | -43.9% | +28.7% | -72.6% | -40.4% |
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