+5.8%
HD vs FLUT
-50.5%
+56.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +4.3% | -1.1% | +5.4% | +4.5% |
| 30D | +20.2% | +7.7% | +12.5% | +19.0% |
| 3M | -1.0% | -12.2% | +11.2% | +0.3% |
| 6M | +7.9% | -17.6% | +25.5% | +9.7% |
| YTD | +2.0% | -62.0% | +64.0% | +13.3% |
| 1Y | -4.3% | -62.3% | +58.0% | +6.2% |
| 3Y | +25.9% | -52.0% | +77.9% | +34.0% |
| All | +5.8% | -50.5% | +56.3% | +9.5% |
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 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