+1,812.1%
HON vs FLUT
+2,054.3%
-242.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.5% |
| 30D | -15.3% | +7.7% | -23.0% | -15.7% |
| 3M | -7.9% | -0.7% | -7.2% | -8.1% |
| 6M | -18.1% | -11.2% | -6.9% | -17.8% |
| YTD | +3.8% | -53.4% | +57.3% | +7.5% |
| 1Y | +0.5% | -65.8% | +66.2% | +5.6% |
| 3Y | +19.8% | -44.9% | +64.7% | +22.2% |
| 5Y | +2.9% | -49.7% | +52.6% | +4.1% |
| 10Y | +134.6% | -9.7% | +144.3% | +130.5% |
| All | +1,812.1% | +2,054.3% | -242.2% | +1,657.2% |
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