-49.8%
FLUT vs USHY
+19.5%
-69.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | -0.7% | -0.4% | -0.3% | +0.1% |
| 30D | +9.3% | +0.6% | +8.7% | +7.9% |
| 3M | -17.5% | -2.0% | -15.5% | -14.2% |
| 6M | -14.6% | -0.5% | -14.1% | -13.7% |
| YTD | -62.3% | +0.6% | -62.9% | -62.7% |
| 1Y | -59.6% | +2.1% | -61.8% | -61.2% |
| 3Y | -45.3% | +25.3% | -70.6% | -63.0% |
| All | -49.8% | +19.5% | -69.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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