+2,059.5%
HD vs FLUT
+2,054.3%
+5.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -2.1% | -1.6% | -0.4% | -2.0% |
| 30D | -8.4% | +7.7% | -16.2% | -8.7% |
| 3M | +4.3% | -0.7% | +5.1% | +4.3% |
| 6M | -11.1% | -11.2% | 0.0% | -10.9% |
| YTD | -4.7% | -53.4% | +48.8% | -2.4% |
| 1Y | -19.8% | -65.8% | +46.0% | -17.1% |
| 3Y | +4.1% | -44.9% | +49.0% | +5.7% |
| 5Y | +10.3% | -49.7% | +60.0% | +11.3% |
| 10Y | +203.2% | -9.7% | +212.9% | +203.3% |
| All | +2,059.5% | +2,054.3% | +5.2% | +2,028.3% |
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