+1,573.3%
HWM vs FLUT
-9.2%
+1,582.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.6% | -11.3% | -10.8% |
| 7D | -9.2% | +3.8% | -13.0% | -9.7% |
| 30D | -17.9% | +6.3% | -24.2% | -18.8% |
| 3M | -6.0% | -4.0% | -2.0% | -6.2% |
| 6M | -7.4% | -10.3% | +2.9% | -6.9% |
| YTD | +13.1% | -53.2% | +66.3% | +25.7% |
| 1Y | +29.3% | -65.0% | +94.3% | +50.2% |
| 3Y | +389.9% | -43.9% | +433.8% | +422.1% |
| 5Y | +655.5% | -49.2% | +704.8% | +681.2% |
| All | +1,573.3% | -9.2% | +1,582.5% | +1,492.0% |
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