+265.3%
HUT vs FLUT
-65.9%
+331.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.5% |
| 7D | +17.8% | -1.6% | +19.4% | +18.0% |
| 30D | +0.8% | +7.7% | -6.9% | -0.9% |
| 3M | -26.8% | -0.7% | -26.1% | -27.6% |
| 6M | +72.6% | -11.2% | +83.7% | +76.1% |
| YTD | +103.6% | -53.4% | +157.1% | +186.2% |
| 1Y | +265.3% | -65.8% | +331.0% | +462.9% |
| All | +265.3% | -65.9% | +331.2% | +462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling