+220.1%
HUT vs FLR
-10.6%
+230.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -6.0% | -6.6% |
| 7D | +9.3% | +5.4% | +4.0% | +6.8% |
| 30D | -23.1% | +2.8% | -25.9% | -23.4% |
| 3M | -30.6% | -6.4% | -24.2% | -27.7% |
| 6M | -46.9% | +8.8% | -55.6% | -48.0% |
| YTD | +25.3% | +23.6% | +1.7% | +17.6% |
| 1Y | +59.8% | +13.8% | +46.0% | +55.5% |
| 3Y | +467.2% | +36.5% | +430.7% | +426.3% |
| 5Y | -24.6% | +119.3% | -144.0% | -40.8% |
| All | +220.1% | -10.6% | +230.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling