+441.1%
HWM vs FLUT
-44.8%
+485.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -11.0% | +7.7% | -18.7% | -12.1% |
| 3M | +4.0% | -0.7% | +4.8% | +3.3% |
| 6M | -0.2% | -11.2% | +10.9% | +0.7% |
| YTD | +26.7% | -53.4% | +80.1% | +46.7% |
| 1Y | +44.7% | -65.8% | +110.5% | +79.6% |
| All | +441.1% | -44.8% | +485.9% | +493.7% |
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