-59.6%
FLUT vs HST
+53.2%
-112.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +3.6% | -4.3% | -1.9% |
| 30D | +9.3% | +11.2% | -2.0% | +4.4% |
| 3M | -17.5% | +13.1% | -30.6% | -21.7% |
| 6M | -14.6% | +23.9% | -38.5% | -24.2% |
| YTD | -62.3% | +52.3% | -114.6% | -69.5% |
| 1Y | -59.6% | +56.7% | -116.3% | -67.7% |
| All | -59.6% | +53.2% | -112.8% | -67.7% |
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