+208.5%
HD vs FLUT
-9.7%
+218.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.1% |
| 7D | -2.1% | -1.6% | -0.4% | -1.9% |
| 30D | -8.4% | +7.7% | -16.2% | -9.0% |
| 3M | +4.3% | -0.7% | +5.1% | +4.1% |
| 6M | -11.1% | -11.2% | 0.0% | -10.7% |
| YTD | -4.7% | -53.4% | +48.8% | +0.4% |
| 1Y | -19.8% | -65.8% | +46.0% | -13.7% |
| 3Y | +4.1% | -44.9% | +49.0% | +7.5% |
| 5Y | +10.3% | -49.7% | +60.0% | +12.0% |
| All | +208.5% | -9.7% | +218.3% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling