-9.3%
FLUT vs HIG
+313.7%
-323.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +2.5% | -0.4% | +2.9% | +2.6% |
| 3M | -9.2% | +6.7% | -15.9% | -10.2% |
| 6M | -8.2% | +2.0% | -10.2% | -8.6% |
| YTD | -53.2% | +0.3% | -53.5% | -53.3% |
| 1Y | -65.6% | +4.2% | -69.8% | -65.9% |
| 3Y | -43.6% | +102.2% | -145.8% | -48.6% |
| 5Y | -50.3% | +118.5% | -168.8% | -55.1% |
| All | -9.3% | +313.7% | -323.0% | -17.7% |
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