+717.0%
HUT vs FLUT
-41.5%
+758.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.0% |
| 7D | +17.8% | -1.6% | +19.4% | +18.4% |
| 30D | +0.8% | +7.7% | -6.9% | -2.8% |
| 3M | -26.8% | -0.7% | -26.1% | -28.3% |
| 6M | +72.6% | -11.2% | +83.7% | +75.9% |
| YTD | +103.6% | -53.4% | +157.1% | +185.0% |
| 1Y | +265.3% | -65.8% | +331.0% | +498.1% |
| All | +717.0% | -41.5% | +758.5% | +1,115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling