+220.1%
HUT vs FLUT
-27.9%
+248.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.8% |
| 7D | +9.3% | -0.7% | +10.0% | +9.6% |
| 30D | -23.1% | +9.3% | -32.4% | -26.2% |
| 3M | -30.6% | -17.5% | -13.1% | -27.3% |
| 6M | -46.9% | -14.6% | -32.2% | -46.0% |
| YTD | +25.3% | -62.3% | +87.6% | +72.9% |
| 1Y | +59.8% | -59.6% | +119.5% | +114.2% |
| 3Y | +467.2% | -45.3% | +512.5% | +585.9% |
| 5Y | -24.6% | -50.4% | +25.8% | -10.9% |
| All | +220.1% | -27.9% | +248.0% | +276.4% |
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