-19.1%
HAL vs FLUT
-26.1%
+6.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -7.9% | -6.5% | -1.4% | -7.1% |
| 30D | -2.1% | +2.8% | -4.8% | -2.5% |
| 3M | +0.4% | -13.5% | +13.9% | +1.8% |
| 6M | -19.2% | -19.0% | -0.3% | -17.8% |
| YTD | +14.4% | -61.9% | +76.2% | +27.8% |
| 1Y | +18.0% | -63.2% | +81.2% | +32.2% |
| 3Y | -9.7% | -46.0% | +36.3% | -4.3% |
| 5Y | +40.1% | -51.8% | +91.9% | +45.5% |
| 10Y | -19.1% | -26.1% | +6.9% | -18.1% |
| All | -19.1% | -26.1% | +6.9% | -18.1% |
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