+57.2%
HUT vs FLNC
-69.8%
+127.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.3% | +4.7% | -0.4% |
| 7D | +18.9% | -4.2% | +23.1% | +20.7% |
| 30D | +12.0% | -20.0% | +32.0% | +21.8% |
| 3M | -14.9% | -56.9% | +42.0% | +16.1% |
| 6M | +96.8% | -35.5% | +132.3% | +103.0% |
| YTD | +108.8% | -48.8% | +157.6% | +132.3% |
| 1Y | +227.4% | +49.3% | +178.1% | +126.0% |
| 3Y | +760.3% | -61.8% | +822.1% | +693.4% |
| All | +57.2% | -69.8% | +127.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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