+1.2%
FLUT vs USHY
+50.7%
-49.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +7.7% | +0.1% | +7.7% | +7.7% |
| 3M | -0.7% | +0.8% | -1.5% | -1.6% |
| 6M | -11.2% | +1.7% | -12.9% | -12.7% |
| YTD | -53.4% | +2.5% | -55.9% | -54.6% |
| 1Y | -65.8% | +4.4% | -70.2% | -67.2% |
| 3Y | -44.9% | +27.4% | -72.3% | -55.7% |
| 5Y | -49.7% | +21.7% | -71.4% | -59.3% |
| All | +1.2% | +50.7% | -49.5% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling