+636.8%
HLT vs FLUT
+23.6%
+613.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -1.5% | -2.6% | +1.1% | -1.1% |
| 30D | -1.2% | +5.4% | -6.6% | -2.0% |
| 3M | -10.3% | -10.8% | +0.4% | -9.6% |
| 6M | +1.3% | -9.2% | +10.5% | +1.7% |
| YTD | +7.0% | -53.8% | +60.8% | +16.4% |
| 1Y | +11.9% | -66.0% | +77.8% | +25.9% |
| 3Y | +100.7% | -44.7% | +145.3% | +111.5% |
| 5Y | +147.5% | -50.6% | +198.1% | +154.6% |
| 10Y | +586.5% | -10.4% | +596.9% | +590.4% |
| All | +636.8% | +23.6% | +613.2% | +648.0% |
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