+1,773.8%
HWM vs FLUT
-9.7%
+1,783.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | +4.0% | -0.7% | +4.8% | +3.3% |
| 6M | -0.2% | -11.2% | +10.9% | +0.4% |
| YTD | +26.7% | -53.4% | +80.1% | +40.9% |
| 1Y | +44.7% | -65.8% | +110.5% | +68.6% |
| 3Y | +426.1% | -44.9% | +471.0% | +462.1% |
| 5Y | +738.5% | -49.7% | +788.2% | +768.0% |
| All | +1,773.8% | -9.7% | +1,783.5% | +1,684.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling