+153.4%
HYG vs FLUT
+426.7%
-273.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | 0.0% | +3.8% | -3.8% | -0.1% |
| 30D | -0.1% | +6.3% | -6.4% | -0.3% |
| 3M | +1.0% | -4.0% | +5.0% | +1.0% |
| 6M | +2.3% | -10.3% | +12.6% | +2.4% |
| YTD | +2.1% | -53.2% | +55.3% | +3.9% |
| 1Y | +3.8% | -65.0% | +68.8% | +6.3% |
| 3Y | +26.7% | -43.9% | +70.6% | +27.8% |
| 5Y | +19.3% | -49.2% | +68.5% | +19.7% |
| 10Y | +55.3% | -9.2% | +64.5% | +53.9% |
| All | +153.4% | +426.7% | -273.3% | +143.3% |
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