+112.8%
HL vs FLUT
-52.1%
+164.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | -11.1% | -0.7% | -10.4% | -11.0% |
| 30D | -12.1% | +9.3% | -21.3% | -13.4% |
| 3M | -26.1% | -17.5% | -8.6% | -24.4% |
| 6M | -37.7% | -14.6% | -23.1% | -37.2% |
| YTD | -31.7% | -62.3% | +30.6% | -21.0% |
| 1Y | -11.6% | -59.6% | +48.0% | +0.8% |
| 3Y | +249.6% | -45.3% | +294.9% | +258.7% |
| All | +112.8% | -52.1% | +164.9% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling