+99.3%
HLT vs FLUT
-42.2%
+141.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | -5.0% | +2.5% | -7.6% | -5.6% |
| 3M | -10.4% | -9.2% | -1.2% | -9.4% |
| 6M | +3.2% | -8.2% | +11.5% | +3.7% |
| YTD | +6.7% | -53.2% | +60.0% | +22.7% |
| 1Y | +10.3% | -65.6% | +75.8% | +35.0% |
| 3Y | +99.3% | -43.6% | +142.9% | +120.9% |
| All | +99.3% | -42.2% | +141.5% | +120.9% |
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