-63.2%
FLUT vs HST
+76.4%
-139.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.9% |
| 7D | +4.2% | +3.3% | +0.8% | +2.6% |
| 30D | +8.0% | +16.4% | -8.4% | +0.9% |
| 3M | -22.1% | +5.5% | -27.5% | -24.4% |
| 6M | -21.7% | +31.1% | -52.8% | -33.3% |
| YTD | -62.0% | +55.9% | -117.9% | -70.8% |
| 1Y | -63.2% | +75.6% | -138.8% | -74.0% |
| All | -63.2% | +76.4% | -139.5% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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