+608.0%
HWM vs FLUT
-49.0%
+657.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.3% |
| 7D | +11.1% | -1.2% | +12.3% | +11.3% |
| 30D | +3.0% | +5.0% | -2.0% | +1.9% |
| 3M | -20.7% | -16.4% | -4.3% | -18.8% |
| 6M | -17.2% | -14.6% | -2.6% | -16.4% |
| YTD | +9.1% | -61.9% | +70.9% | +29.7% |
| 1Y | +9.0% | -65.0% | +74.1% | +31.8% |
| 3Y | +353.8% | -44.8% | +398.7% | +390.5% |
| 5Y | +608.0% | -49.9% | +658.0% | +645.7% |
| All | +608.0% | -49.0% | +657.0% | +645.7% |
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 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