-58.5%
HUBS vs FLUT
-42.2%
-16.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | -9.0% | +0.4% | -9.4% | -9.1% |
| 30D | +7.2% | +2.5% | +4.7% | +5.7% |
| 3M | +20.9% | -9.2% | +30.1% | +24.7% |
| 6M | -13.0% | -8.2% | -4.8% | -11.1% |
| YTD | -43.8% | -53.2% | +9.4% | -27.9% |
| 1Y | -54.6% | -65.6% | +10.9% | -35.3% |
| 3Y | -58.5% | -43.6% | -14.9% | -49.6% |
| All | -58.5% | -42.2% | -16.2% | -49.6% |
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 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