+1,645.7%
HCA vs FLUT
+161.3%
+1,484.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.8% | +3.8% | -6.6% | -3.0% |
| 30D | -2.7% | +6.3% | -9.0% | -3.1% |
| 3M | +11.5% | -4.0% | +15.5% | +11.6% |
| 6M | -24.3% | -10.3% | -14.0% | -24.1% |
| YTD | -13.6% | -53.2% | +39.6% | -10.4% |
| 1Y | -3.2% | -65.0% | +61.8% | +1.9% |
| 3Y | +50.4% | -43.9% | +94.3% | +52.1% |
| 5Y | +64.8% | -49.2% | +114.0% | +64.1% |
| 10Y | +456.5% | -9.2% | +465.7% | +440.0% |
| All | +1,645.7% | +161.3% | +1,484.4% | +1,491.2% |
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