+419.5%
HL vs FLUT
-42.9%
+462.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | +18.8% | +5.4% | +13.5% | +18.5% |
| 3M | +43.7% | -10.8% | +54.5% | +44.1% |
| 6M | -1.0% | -9.2% | +8.2% | -1.0% |
| YTD | +8.7% | -53.8% | +62.5% | +19.8% |
| 1Y | +105.0% | -66.0% | +171.0% | +135.4% |
| All | +419.5% | -42.9% | +462.4% | +423.2% |
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