+257.9%
HD vs FLUT
-26.1%
+284.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +3.6% | -6.5% | +10.1% | +4.2% |
| 30D | +21.6% | +2.8% | +18.8% | +21.2% |
| 3M | +0.1% | -13.5% | +13.6% | +1.1% |
| 6M | +13.0% | -19.0% | +32.0% | +14.4% |
| YTD | +4.9% | -61.9% | +66.8% | +12.2% |
| 1Y | -2.1% | -63.2% | +61.2% | +4.9% |
| 3Y | +32.6% | -46.0% | +78.6% | +37.7% |
| 5Y | +8.2% | -51.8% | +60.0% | +11.1% |
| 10Y | +257.9% | -26.1% | +284.0% | +266.5% |
| All | +257.9% | -26.1% | +284.0% | +266.5% |
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