+2,210.3%
HD vs FLUT
+1,658.1%
+552.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.8% |
| 7D | +4.3% | -1.1% | +5.4% | +4.4% |
| 30D | +20.2% | +7.7% | +12.5% | +19.8% |
| 3M | -1.0% | -12.2% | +11.2% | -0.6% |
| 6M | +7.9% | -17.6% | +25.5% | +8.5% |
| YTD | +2.0% | -62.0% | +64.0% | +5.1% |
| 1Y | -4.3% | -62.3% | +58.0% | -1.4% |
| 3Y | +25.9% | -52.0% | +77.9% | +28.6% |
| 5Y | +5.8% | -51.8% | +57.6% | +7.4% |
| 10Y | +262.5% | -26.3% | +288.8% | +265.3% |
| All | +2,210.3% | +1,658.1% | +552.2% | +2,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling