+420.1%
HUT vs FLR
+2.6%
+417.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.3% |
| 7D | +17.8% | +5.4% | +12.4% | +14.9% |
| 30D | +0.8% | +11.4% | -10.5% | -5.3% |
| 3M | -26.8% | +11.4% | -38.2% | -30.1% |
| 6M | +72.6% | +16.6% | +55.9% | +62.3% |
| YTD | +103.6% | +41.7% | +61.9% | +77.4% |
| 1Y | +265.3% | +35.4% | +229.8% | +228.9% |
| 3Y | +689.4% | +57.3% | +632.1% | +577.1% |
| 5Y | +75.3% | +241.0% | -165.6% | +14.8% |
| All | +420.1% | +2.6% | +417.6% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling