-26.8%
FLUT vs HIG
+261.7%
-288.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +2.6% | -3.3% | -1.1% |
| 30D | +9.3% | +4.2% | +5.1% | +8.6% |
| 3M | -17.5% | +0.2% | -17.7% | -17.5% |
| 6M | -14.6% | +4.6% | -19.2% | -15.3% |
| YTD | -62.3% | +1.1% | -63.4% | -62.4% |
| 1Y | -59.6% | +4.7% | -64.3% | -60.0% |
| 3Y | -45.3% | +95.5% | -140.8% | -50.0% |
| 5Y | -50.4% | +111.7% | -162.1% | -55.3% |
| All | -26.8% | +261.7% | -288.6% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling