+514.8%
HL vs FLUT
+2,054.3%
-1,539.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | +1.5% | -1.6% | +3.1% | +1.6% |
| 30D | +25.1% | +7.7% | +17.3% | +24.5% |
| 3M | +22.9% | -0.7% | +23.6% | +22.5% |
| 6M | -4.9% | -11.2% | +6.3% | -4.7% |
| YTD | +7.8% | -53.4% | +61.3% | +13.0% |
| 1Y | +133.9% | -65.8% | +199.6% | +150.4% |
| 3Y | +380.9% | -44.9% | +425.8% | +392.8% |
| 5Y | +230.2% | -49.7% | +279.9% | +234.7% |
| 10Y | +265.6% | -9.7% | +275.3% | +259.9% |
| All | +514.8% | +2,054.3% | -1,539.5% | +509.8% |
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 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