+289.4%
HL vs FLUT
+1,645.8%
-1,356.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.3% |
| 6M | -37.7% | -14.6% | -23.1% | -37.4% |
| YTD | -31.7% | -62.3% | +30.6% | -27.5% |
| 1Y | -11.6% | -59.6% | +48.0% | -6.7% |
| 3Y | +249.6% | -45.3% | +294.9% | +258.3% |
| 5Y | +108.5% | -50.4% | +158.9% | +112.3% |
| 10Y | +127.0% | -26.8% | +153.8% | +126.3% |
| All | +289.4% | +1,645.8% | -1,356.4% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling