+58.5%
HCA vs FLUT
-42.9%
+101.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.0% |
| 7D | +4.9% | -2.6% | +7.5% | +5.0% |
| 30D | +1.9% | +5.4% | -3.5% | +1.7% |
| 3M | +12.7% | -10.8% | +23.5% | +13.0% |
| 6M | -22.3% | -9.2% | -13.1% | -22.2% |
| YTD | -9.3% | -53.8% | +44.5% | -7.3% |
| 1Y | +2.7% | -66.0% | +68.7% | +6.5% |
| All | +58.5% | -42.9% | +101.4% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling