+792.3%
HUT vs FLR
+60.4%
+731.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.5% | +5.7% |
| 7D | +28.3% | +0.7% | +27.6% | +27.5% |
| 30D | +12.3% | -0.7% | +13.0% | +12.1% |
| 3M | -16.8% | +14.3% | -31.2% | -26.6% |
| 6M | +111.4% | +25.6% | +85.8% | +72.8% |
| YTD | +116.6% | +42.9% | +73.7% | +61.3% |
| 1Y | +290.5% | +38.7% | +251.7% | +205.1% |
| 3Y | +792.3% | +61.8% | +730.5% | +572.6% |
| All | +792.3% | +60.4% | +731.9% | +572.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling