+39.7%
HAL vs FLUT
-50.5%
+90.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -12.0% | -1.1% | -10.9% | -11.9% |
| 30D | +0.3% | +7.7% | -7.4% | -1.1% |
| 3M | -1.6% | -12.2% | +10.6% | -0.2% |
| 6M | -20.5% | -17.6% | -2.9% | -19.0% |
| YTD | +14.2% | -62.0% | +76.2% | +32.0% |
| 1Y | +18.9% | -62.3% | +81.1% | +37.0% |
| 3Y | -13.7% | -52.0% | +38.2% | -5.6% |
| All | +39.7% | -50.5% | +90.3% | +45.7% |
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