+239.5%
HUT vs FLUT
-24.0%
+263.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.6% | +3.9% | +6.3% |
| 7D | +24.8% | +4.5% | +20.2% | +22.8% |
| 30D | -28.4% | +9.2% | -37.6% | -31.1% |
| 3M | -31.2% | -13.7% | -17.6% | -29.0% |
| 6M | -40.2% | -9.0% | -31.2% | -40.6% |
| YTD | +32.9% | -60.2% | +93.2% | +80.1% |
| 1Y | +39.1% | -63.1% | +102.2% | +94.6% |
| 3Y | +462.8% | -42.5% | +505.2% | +569.0% |
| 5Y | -13.9% | -47.6% | +33.7% | 0.0% |
| All | +239.5% | -24.0% | +263.5% | +292.2% |
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