+155.8%
HON vs FLUT
-26.8%
+182.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +7.5% | +9.3% | -1.8% | +6.7% |
| 3M | -4.3% | -17.5% | +13.1% | -3.2% |
| 6M | -1.5% | -14.6% | +13.1% | -1.0% |
| YTD | +10.5% | -62.3% | +72.8% | +19.1% |
| 1Y | +8.5% | -59.6% | +68.2% | +16.2% |
| 3Y | +28.0% | -45.3% | +73.3% | +32.5% |
| 5Y | +12.0% | -50.4% | +62.4% | +13.9% |
| All | +155.8% | -26.8% | +182.7% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling