-50.6%
FLUT vs HIG
+117.6%
-168.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | +5.4% | -2.8% | +8.2% | +6.5% |
| 3M | -10.8% | +6.3% | -17.1% | -13.4% |
| 6M | -9.2% | -0.1% | -9.1% | -9.7% |
| YTD | -53.8% | +0.4% | -54.2% | -54.2% |
| 1Y | -66.0% | +6.2% | -72.2% | -67.2% |
| 3Y | -44.7% | +101.6% | -146.3% | -61.4% |
| 5Y | -50.6% | +119.8% | -170.4% | -67.3% |
| All | -50.6% | +117.6% | -168.2% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling