+1,037.0%
HOOD vs FLUT
-41.5%
+1,078.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | +17.1% | -1.6% | +18.8% | +18.0% |
| 30D | +31.6% | +7.7% | +23.8% | +26.6% |
| 3M | +38.2% | -0.7% | +39.0% | +35.6% |
| 6M | +48.5% | -11.2% | +59.7% | +52.8% |
| YTD | +8.0% | -53.4% | +61.4% | +55.8% |
| 1Y | +18.7% | -65.8% | +84.4% | +99.5% |
| All | +1,037.0% | -41.5% | +1,078.5% | +1,439.1% |
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