+249.6%
HL vs FLUT
-45.9%
+295.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | -11.1% | -0.7% | -10.4% | -11.1% |
| 30D | -12.1% | +9.3% | -21.3% | -12.7% |
| 3M | -26.1% | -17.5% | -8.6% | -25.4% |
| 6M | -37.7% | -14.6% | -23.1% | -37.8% |
| YTD | -31.7% | -62.3% | +30.6% | -23.9% |
| 1Y | -11.6% | -59.6% | +48.0% | -2.8% |
| 3Y | +249.6% | -45.3% | +294.9% | +252.6% |
| All | +249.6% | -45.9% | +295.6% | +252.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling