+1,524.1%
HWM vs FLUT
-26.3%
+1,550.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | +3.4% | -1.1% | +4.5% | +3.5% |
| 30D | -7.5% | +7.7% | -15.3% | -8.7% |
| 3M | -28.9% | -12.2% | -16.7% | -28.0% |
| 6M | -19.6% | -17.6% | -2.0% | -18.5% |
| YTD | +0.6% | -62.0% | +62.6% | +14.7% |
| 1Y | +0.3% | -62.3% | +62.6% | +14.3% |
| 3Y | +326.1% | -52.0% | +378.1% | +363.4% |
| 5Y | +525.2% | -51.8% | +576.9% | +554.1% |
| All | +1,524.1% | -26.3% | +1,550.4% | +1,498.2% |
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