+130.6%
HBAN vs FLUT
+2,054.3%
-1,923.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +0.7% | -1.6% | +2.3% | +0.8% |
| 30D | -3.2% | +7.7% | -11.0% | -3.8% |
| 3M | +4.0% | -0.7% | +4.7% | +3.8% |
| 6M | +3.1% | -11.2% | +14.3% | +3.5% |
| YTD | 0.0% | -53.4% | +53.5% | +4.5% |
| 1Y | -1.2% | -65.8% | +64.6% | +5.0% |
| 3Y | +72.5% | -44.9% | +117.4% | +77.8% |
| 5Y | +39.3% | -49.7% | +89.0% | +42.3% |
| 10Y | +157.3% | -9.7% | +167.1% | +157.2% |
| All | +130.6% | +2,054.3% | -1,923.6% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling