+433.3%
HUT vs FLR
+0.1%
+433.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.1% |
| 7D | +18.9% | -3.1% | +22.0% | +20.6% |
| 30D | +12.0% | +4.9% | +7.0% | +9.4% |
| 3M | -14.9% | +10.8% | -25.7% | -18.7% |
| 6M | +96.8% | +19.7% | +77.1% | +83.0% |
| YTD | +108.8% | +38.4% | +70.4% | +83.9% |
| 1Y | +227.4% | +34.7% | +192.7% | +195.9% |
| 3Y | +760.3% | +56.7% | +703.6% | +641.2% |
| 5Y | +86.1% | +241.6% | -155.5% | +22.1% |
| All | +433.3% | +0.1% | +433.2% | +223.4% |
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