-44.7%
FLUT vs HST
+87.3%
-132.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -1.2% | +3.6% | -4.8% | -2.8% |
| 30D | +5.0% | +9.9% | -4.9% | +0.2% |
| 3M | -16.4% | +12.9% | -29.4% | -21.2% |
| 6M | -14.6% | +22.9% | -37.4% | -23.5% |
| YTD | -61.9% | +52.4% | -114.3% | -69.4% |
| 1Y | -65.0% | +52.5% | -117.6% | -71.9% |
| All | -44.7% | +87.3% | -132.0% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling