+2,054.3%
FLUT vs HST
+425.6%
+1,628.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -1.0% | -0.6% | -1.6% |
| 30D | +7.7% | -12.3% | +20.0% | +8.8% |
| 3M | -0.7% | -6.4% | +5.6% | -0.3% |
| 6M | -11.2% | +15.0% | -26.2% | -12.2% |
| YTD | -53.4% | +30.5% | -84.0% | -54.4% |
| 1Y | -65.8% | +35.7% | -101.4% | -66.5% |
| 3Y | -44.9% | +68.4% | -113.3% | -47.0% |
| 5Y | -49.7% | +73.1% | -122.8% | -51.5% |
| 10Y | -9.7% | +92.7% | -102.4% | -13.8% |
| All | +2,054.3% | +425.6% | +1,628.7% | +1,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling