+217.0%
HUT vs FLUT
-27.1%
+244.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.2% |
| 7D | +3.7% | -6.5% | +10.1% | +6.0% |
| 30D | -32.3% | +2.8% | -35.1% | -33.5% |
| 3M | -35.6% | -13.5% | -22.2% | -33.8% |
| 6M | -42.1% | -19.0% | -23.1% | -40.0% |
| YTD | +24.1% | -61.9% | +86.0% | +70.6% |
| 1Y | +27.9% | -63.2% | +91.1% | +78.7% |
| 3Y | +409.1% | -46.0% | +455.1% | +518.9% |
| 5Y | -25.9% | -51.8% | +25.8% | -12.4% |
| All | +217.0% | -27.1% | +244.2% | +271.4% |
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