+249.3%
HL vs FLUT
-48.5%
+297.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | +18.8% | +5.4% | +13.5% | +18.0% |
| 3M | +43.7% | -10.8% | +54.5% | +44.9% |
| 6M | -1.0% | -9.2% | +8.2% | -0.9% |
| YTD | +8.7% | -53.8% | +62.5% | +21.9% |
| 1Y | +105.0% | -66.0% | +171.0% | +142.1% |
| 3Y | +427.3% | -44.7% | +471.9% | +448.2% |
| 5Y | +249.3% | -50.6% | +299.9% | +218.7% |
| All | +249.3% | -48.5% | +297.8% | +218.7% |
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