+325.8%
HWM vs FLUT
-52.0%
+377.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.6% |
| 7D | +3.3% | -1.1% | +4.4% | +3.4% |
| 30D | -7.6% | +7.7% | -15.3% | -8.6% |
| 3M | -28.9% | -12.2% | -16.8% | -28.2% |
| 6M | -19.7% | -17.6% | -2.1% | -18.8% |
| YTD | +0.5% | -62.0% | +62.5% | +19.6% |
| 1Y | +0.3% | -62.3% | +62.5% | +19.0% |
| 3Y | +325.8% | -52.0% | +377.8% | +396.1% |
| All | +325.8% | -52.0% | +377.8% | +396.1% |
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