+664.8%
HUBS vs FLUT
+43.5%
+621.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -6.2% | -2.6% | -3.6% | -5.7% |
| 30D | +6.6% | +5.4% | +1.2% | +5.2% |
| 3M | +16.4% | -10.8% | +27.2% | +18.9% |
| 6M | -19.7% | -9.2% | -10.5% | -18.4% |
| YTD | -42.6% | -53.8% | +11.2% | -34.1% |
| 1Y | -54.2% | -66.0% | +11.8% | -44.4% |
| 3Y | -57.1% | -44.7% | -12.5% | -52.4% |
| 5Y | -66.2% | -50.6% | -15.7% | -64.3% |
| 10Y | +328.3% | -10.4% | +338.7% | +354.9% |
| All | +664.8% | +43.5% | +621.3% | +775.6% |
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 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