-19.7%
HUBS vs FLUT
-8.8%
-11.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.5% |
| 7D | -6.2% | -2.6% | -3.6% | -4.8% |
| 30D | +6.6% | +5.4% | +1.2% | +2.3% |
| 3M | +16.4% | -10.8% | +27.2% | +23.0% |
| 6M | -19.7% | -9.2% | -10.5% | -18.6% |
| All | -19.7% | -8.8% | -11.0% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling