+1,739.7%
FLUT vs HRB
+447.0%
+1,292.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +4.5% | -8.1% | +12.6% | +5.1% |
| 30D | +9.2% | +15.0% | -5.8% | +8.2% |
| 3M | -13.7% | +10.2% | -23.9% | -14.3% |
| 6M | -9.0% | +44.2% | -53.2% | -11.1% |
| YTD | -60.2% | +21.0% | -81.2% | -60.9% |
| 1Y | -63.1% | +12.0% | -75.1% | -63.6% |
| 3Y | -42.5% | +24.9% | -67.4% | -43.6% |
| 5Y | -47.6% | +144.6% | -192.2% | -50.1% |
| 10Y | -22.9% | +229.4% | -252.3% | -28.5% |
| All | +1,739.7% | +447.0% | +1,292.6% | +1,523.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling