-43.9%
FLUT vs HIG
+99.1%
-143.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.3% |
| 7D | +3.8% | -1.1% | +4.9% | +4.2% |
| 30D | +6.3% | -4.9% | +11.2% | +8.1% |
| 3M | -4.0% | +6.8% | -10.8% | -6.6% |
| 6M | -10.3% | -1.7% | -8.6% | -10.2% |
| YTD | -53.2% | -0.2% | -52.9% | -53.5% |
| 1Y | -65.0% | +5.7% | -70.7% | -66.1% |
| 3Y | -43.9% | +100.3% | -144.2% | -55.3% |
| All | -43.9% | +99.1% | -143.0% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling