+1,976.6%
HON vs FLUT
+1,739.7%
+236.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.4% |
| 7D | -0.4% | +4.5% | -4.9% | -0.6% |
| 30D | +8.6% | +9.2% | -0.6% | +8.1% |
| 3M | -0.8% | -13.7% | +12.9% | -0.2% |
| 6M | -0.1% | -9.0% | +8.9% | 0.0% |
| YTD | +12.8% | -60.2% | +73.0% | +17.5% |
| 1Y | +10.4% | -63.1% | +73.6% | +15.5% |
| 3Y | +30.5% | -42.5% | +72.9% | +32.9% |
| 5Y | +15.0% | -47.6% | +62.5% | +16.3% |
| 10Y | +160.5% | -22.9% | +183.4% | +157.6% |
| All | +1,976.6% | +1,739.7% | +236.9% | +1,821.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling