-16.8%
HAL vs FLUT
-22.9%
+6.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.3% | +2.9% |
| 7D | -0.2% | +4.5% | -4.7% | -0.8% |
| 30D | +1.0% | +9.2% | -8.2% | -0.2% |
| 3M | -2.1% | -13.7% | +11.5% | -0.7% |
| 6M | -17.5% | -9.0% | -8.5% | -17.1% |
| YTD | +18.1% | -60.2% | +78.4% | +31.4% |
| 1Y | +19.7% | -63.1% | +82.9% | +34.2% |
| 3Y | -7.9% | -42.5% | +34.5% | -3.1% |
| 5Y | +53.1% | -47.6% | +100.6% | +57.5% |
| 10Y | -16.8% | -22.9% | +6.1% | -16.1% |
| All | -16.8% | -22.9% | +6.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling