+132.1%
HON vs FLUT
-11.0%
+143.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | -2.6% | -3.6% | +1.0% | -2.4% |
| 30D | -11.9% | -0.3% | -11.5% | -11.9% |
| 3M | -6.1% | -12.6% | +6.5% | -5.3% |
| 6M | -19.2% | -8.0% | -11.2% | -19.1% |
| YTD | +0.2% | -54.1% | +54.3% | +6.4% |
| 1Y | -1.5% | -66.1% | +64.6% | +7.4% |
| 3Y | +17.9% | -45.0% | +63.0% | +22.0% |
| 5Y | +1.9% | -51.2% | +53.2% | +3.3% |
| All | +132.1% | -11.0% | +143.1% | +126.2% |
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