+433.3%
HUT vs FLUT
-11.7%
+445.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.1% |
| 7D | +18.9% | -2.6% | +21.5% | +20.0% |
| 30D | +12.0% | +5.4% | +6.6% | +9.0% |
| 3M | -14.9% | -10.8% | -4.1% | -12.7% |
| 6M | +96.8% | -9.2% | +106.0% | +98.3% |
| YTD | +108.8% | -53.8% | +162.6% | +172.0% |
| 1Y | +227.4% | -66.0% | +293.3% | +380.7% |
| 3Y | +760.3% | -44.7% | +804.9% | +947.9% |
| 5Y | +86.1% | -50.6% | +136.7% | +113.0% |
| All | +433.3% | -11.7% | +445.1% | +492.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling