+30.6%
HON vs FLUT
-43.0%
+73.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.5% |
| 7D | -0.4% | +4.5% | -4.9% | -0.7% |
| 30D | +8.6% | +9.2% | -0.6% | +7.9% |
| 3M | -0.8% | -13.7% | +12.9% | 0.0% |
| 6M | -0.1% | -9.0% | +8.9% | -0.2% |
| YTD | +12.8% | -60.2% | +73.0% | +23.8% |
| 1Y | +10.4% | -63.1% | +73.6% | +22.2% |
| All | +30.6% | -43.0% | +73.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling