+6.1%
HD vs FLUT
-49.0%
+55.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +18.5% | +5.0% | +13.5% | +17.7% |
| 3M | +2.2% | -16.4% | +18.6% | +4.1% |
| 6M | +13.8% | -14.6% | +28.4% | +15.3% |
| YTD | +3.4% | -61.9% | +65.3% | +14.8% |
| 1Y | -3.5% | -65.0% | +61.5% | +8.1% |
| 3Y | +29.0% | -44.8% | +73.8% | +35.2% |
| 5Y | +6.1% | -49.9% | +56.0% | +8.9% |
| All | +6.1% | -49.0% | +55.1% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling