+1.2%
HAL vs FLUT
-9.2%
+10.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.5% | +3.8% | -3.4% | 0.0% |
| 30D | +15.9% | +6.3% | +9.6% | +14.9% |
| 3M | -8.7% | -4.0% | -4.7% | -8.6% |
| 6M | +9.0% | -10.3% | +19.3% | +9.7% |
| YTD | +32.0% | -53.2% | +85.2% | +44.2% |
| 1Y | +72.5% | -65.0% | +137.5% | +95.2% |
| 3Y | -4.5% | -43.9% | +39.4% | +0.6% |
| 5Y | +109.7% | -49.2% | +158.9% | +115.3% |
| 10Y | +1.2% | -9.2% | +10.4% | -0.1% |
| All | +1.2% | -9.2% | +10.4% | -0.1% |
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