+1,739.7%
FLUT vs HIG
+467.1%
+1,272.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.1% | +3.6% |
| 7D | +4.5% | -0.7% | +5.2% | +4.5% |
| 30D | +9.2% | +5.4% | +3.8% | +9.1% |
| 3M | -13.7% | -0.9% | -12.7% | -13.7% |
| 6M | -9.0% | +4.8% | -13.8% | -9.1% |
| YTD | -60.2% | +0.9% | -61.1% | -60.3% |
| 1Y | -63.1% | +6.5% | -69.6% | -63.2% |
| 3Y | -42.5% | +95.7% | -138.2% | -43.1% |
| 5Y | -47.6% | +107.1% | -154.6% | -48.2% |
| 10Y | -22.9% | +262.6% | -285.5% | -24.1% |
| All | +1,739.7% | +467.1% | +1,272.6% | +1,735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling