+245.0%
HD vs FLUT
-25.6%
+270.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +5.2% | -1.5% | +6.7% | +5.3% |
| 30D | +20.7% | +3.4% | +17.3% | +20.4% |
| 3M | +0.8% | -12.5% | +13.3% | +1.7% |
| 6M | +12.2% | -18.5% | +30.7% | +13.6% |
| YTD | +4.2% | -61.6% | +65.9% | +11.4% |
| 1Y | -2.6% | -64.1% | +61.5% | +4.6% |
| 3Y | +30.0% | -44.5% | +74.5% | +34.7% |
| 5Y | +8.1% | -51.3% | +59.4% | +10.9% |
| All | +245.0% | -25.6% | +270.6% | +252.7% |
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 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