-54.6%
HUBS vs FLUT
-65.2%
+10.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | -9.0% | +0.4% | -9.4% | -9.2% |
| 30D | +7.2% | +2.5% | +4.7% | +5.4% |
| 3M | +20.9% | -9.2% | +30.1% | +25.0% |
| 6M | -13.0% | -8.2% | -4.8% | -11.6% |
| YTD | -43.8% | -53.2% | +9.4% | -30.2% |
| 1Y | -54.6% | -65.6% | +10.9% | -32.6% |
| All | -54.6% | -65.2% | +10.6% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling