+1.7%
HUT vs FLUT
-63.1%
+64.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -2.3% | -20.9% | -23.1% |
| 7D | -29.5% | +4.2% | -33.7% | -29.9% |
| 30D | -45.2% | +8.0% | -53.2% | -45.8% |
| 3M | -51.6% | -22.1% | -29.5% | -49.9% |
| 6M | -37.3% | -21.7% | -15.6% | -35.8% |
| YTD | +6.5% | -62.0% | +68.5% | +57.7% |
| 1Y | +1.7% | -63.2% | +64.9% | +54.3% |
| All | +1.7% | -63.1% | +64.9% | +54.3% |
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