+256.9%
HL vs FLUT
-9.3%
+266.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | +9.3% | +2.5% | +6.8% | +8.9% |
| 3M | +32.0% | -9.2% | +41.2% | +33.0% |
| 6M | -6.4% | -8.2% | +1.8% | -6.4% |
| YTD | +3.1% | -53.2% | +56.4% | +15.2% |
| 1Y | +77.6% | -65.6% | +143.1% | +108.8% |
| 3Y | +392.8% | -43.6% | +436.4% | +414.5% |
| 5Y | +234.1% | -50.3% | +284.4% | +242.8% |
| All | +256.9% | -9.3% | +266.2% | +223.3% |
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 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