-64.4%
FLUT vs HST
+55.5%
-119.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | +3.4% | +14.5% | -11.1% | -3.2% |
| 3M | -12.5% | +15.4% | -27.9% | -18.4% |
| 6M | -18.5% | +22.0% | -40.4% | -28.1% |
| YTD | -61.6% | +54.9% | -116.5% | -71.6% |
| All | -64.4% | +55.5% | -119.9% | -73.9% |
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