-42.2%
HUT vs FLR
+14.6%
-56.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +3.7% |
| 7D | +34.9% | +10.1% | +24.8% | +22.7% |
| 30D | -25.9% | -0.5% | -25.4% | -25.0% |
| 3M | -31.7% | -4.8% | -26.9% | -28.8% |
| 6M | -42.2% | +10.7% | -53.0% | -50.4% |
| All | -42.2% | +14.6% | -56.8% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling