+192.7%
HUT vs FLUT
-27.4%
+220.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -1.5% | +16.1% | +15.1% |
| 7D | -11.4% | -1.1% | -10.3% | -11.4% |
| 30D | -41.0% | +7.7% | -48.8% | -43.3% |
| 3M | -41.9% | -12.2% | -29.8% | -40.6% |
| 6M | -51.7% | -17.6% | -34.1% | -50.3% |
| YTD | +14.6% | -62.0% | +76.6% | +57.7% |
| 1Y | +21.4% | -62.3% | +83.7% | +67.8% |
| 3Y | +359.8% | -52.0% | +411.8% | +481.4% |
| 5Y | -27.5% | -51.8% | +24.3% | -14.2% |
| All | +192.7% | -27.4% | +220.2% | +243.3% |
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