+420.1%
HUT vs FLUT
-11.0%
+431.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -26.8% | -0.7% | -26.1% | -28.1% |
| 6M | +72.6% | -11.2% | +83.7% | +75.3% |
| YTD | +103.6% | -53.4% | +157.1% | +164.4% |
| 1Y | +265.3% | -65.8% | +331.0% | +435.2% |
| 3Y | +689.4% | -44.9% | +734.3% | +862.8% |
| 5Y | +75.3% | -49.7% | +125.0% | +99.7% |
| All | +420.1% | -11.0% | +431.2% | +475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling