+346.7%
HWM vs FLUT
-45.4%
+392.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | +11.1% | -1.2% | +12.3% | +11.3% |
| 30D | +3.0% | +5.0% | -2.0% | +2.2% |
| 3M | -20.7% | -16.4% | -4.3% | -19.2% |
| 6M | -17.2% | -14.6% | -2.6% | -16.7% |
| YTD | +9.1% | -61.9% | +70.9% | +30.6% |
| 1Y | +9.0% | -65.0% | +74.1% | +33.1% |
| All | +346.7% | -45.4% | +392.1% | +416.7% |
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 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