+1,658.1%
FLUT vs HST
+492.1%
+1,166.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.1% | -2.7% | +1.6% | -0.9% |
| 30D | +7.7% | +10.7% | -3.0% | +6.9% |
| 3M | -12.2% | +6.3% | -18.4% | -12.6% |
| 6M | -17.6% | +19.0% | -36.5% | -18.7% |
| YTD | -62.0% | +47.0% | -109.0% | -63.1% |
| 1Y | -62.3% | +53.4% | -115.7% | -63.5% |
| 3Y | -52.0% | +78.0% | -130.0% | -54.0% |
| 5Y | -51.8% | +71.7% | -123.4% | -53.8% |
| 10Y | -26.3% | +146.2% | -172.5% | -30.5% |
| All | +1,658.1% | +492.1% | +1,166.0% | +1,536.8% |
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