+105.3%
HAL vs FLUT
-50.4%
+155.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | +2.9% | -1.6% | +4.6% | +3.2% |
| 30D | +17.0% | +7.7% | +9.3% | +15.5% |
| 3M | -9.7% | -0.7% | -8.9% | -10.0% |
| 6M | +8.6% | -11.2% | +19.8% | +9.6% |
| YTD | +33.0% | -53.4% | +86.4% | +49.2% |
| 1Y | +68.3% | -65.8% | +134.1% | +98.2% |
| 3Y | +0.1% | -44.9% | +45.0% | +7.4% |
| All | +105.3% | -50.4% | +155.6% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling