+741.5%
HWM vs FLUT
-50.4%
+791.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -11.0% | +7.7% | -18.7% | -12.4% |
| 3M | +4.0% | -0.7% | +4.8% | +3.2% |
| 6M | -0.2% | -11.2% | +10.9% | +0.6% |
| YTD | +26.7% | -53.4% | +80.1% | +45.4% |
| 1Y | +44.7% | -65.8% | +110.5% | +76.8% |
| 3Y | +426.1% | -44.9% | +471.0% | +472.3% |
| All | +741.5% | -50.4% | +791.8% | +722.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling