-25.6%
FLUT vs HST
+145.2%
-170.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +3.4% | +14.5% | -11.1% | +0.5% |
| 3M | -12.5% | +15.4% | -27.9% | -15.1% |
| 6M | -18.5% | +22.0% | -40.4% | -21.9% |
| YTD | -61.6% | +54.9% | -116.5% | -65.0% |
| 1Y | -64.1% | +54.0% | -118.1% | -67.2% |
| 3Y | -44.5% | +90.4% | -134.9% | -51.4% |
| 5Y | -51.3% | +84.2% | -135.5% | -57.4% |
| All | -25.6% | +145.2% | -170.8% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling