+59.2%
HAL vs FLUT
-52.1%
+111.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +6.1% | -0.7% | +6.8% | +6.2% |
| 30D | +2.9% | +9.3% | -6.4% | +1.3% |
| 3M | +3.3% | -17.5% | +20.8% | +5.9% |
| 6M | -16.9% | -14.6% | -2.3% | -15.8% |
| YTD | +21.2% | -62.3% | +83.5% | +40.1% |
| 1Y | +27.5% | -59.6% | +87.2% | +45.7% |
| 3Y | -6.4% | -45.3% | +38.9% | +0.3% |
| All | +59.2% | -52.1% | +111.2% | +65.9% |
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