+1,645.8%
FLUT vs HIG
+468.3%
+1,177.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -0.7% | +2.6% | -3.3% | -0.8% |
| 30D | +9.3% | +4.2% | +5.1% | +9.2% |
| 3M | -17.5% | +0.2% | -17.7% | -17.5% |
| 6M | -14.6% | +4.6% | -19.2% | -14.7% |
| YTD | -62.3% | +1.1% | -63.4% | -62.3% |
| 1Y | -59.6% | +4.7% | -64.3% | -59.7% |
| 3Y | -45.3% | +95.5% | -140.8% | -45.9% |
| 5Y | -50.4% | +111.7% | -162.1% | -51.0% |
| 10Y | -26.8% | +263.4% | -290.3% | -27.9% |
| All | +1,645.8% | +468.3% | +1,177.5% | +1,641.5% |
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