+2,054.3%
FLUT vs HIG
+472.0%
+1,582.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +7.7% | -3.2% | +11.0% | +7.8% |
| 3M | -0.7% | +9.1% | -9.9% | -0.9% |
| 6M | -11.2% | -1.8% | -9.4% | -11.1% |
| YTD | -53.4% | +1.8% | -55.2% | -53.5% |
| 1Y | -65.8% | +4.6% | -70.3% | -65.8% |
| 3Y | -44.9% | +101.6% | -146.6% | -45.6% |
| 5Y | -49.7% | +124.5% | -174.2% | -50.3% |
| 10Y | -9.7% | +317.8% | -327.5% | -11.1% |
| All | +2,054.3% | +472.0% | +1,582.3% | +2,048.7% |
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 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