+239.5%
HUT vs FLR
-7.6%
+247.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.2% | +7.4% |
| 7D | +24.8% | +6.3% | +18.4% | +21.6% |
| 30D | -28.4% | +1.8% | -30.2% | -28.2% |
| 3M | -31.2% | -4.4% | -26.8% | -29.1% |
| 6M | -40.2% | +15.9% | -56.1% | -43.1% |
| YTD | +32.9% | +27.7% | +5.2% | +22.8% |
| 1Y | +39.1% | +11.6% | +27.4% | +36.5% |
| 3Y | +462.8% | +39.9% | +422.9% | +415.9% |
| 5Y | -13.9% | +127.5% | -141.4% | -33.4% |
| All | +239.5% | -7.6% | +247.1% | +116.0% |
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