-24.1%
DHR vs FLNC
-70.4%
+46.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -3.6% | -4.1% | +0.4% | -3.4% |
| 30D | -2.7% | -24.8% | +22.0% | -1.2% |
| 3M | +10.9% | -59.1% | +70.0% | +16.3% |
| 6M | +3.0% | -42.0% | +45.0% | +3.3% |
| YTD | -12.2% | -49.8% | +37.6% | -12.1% |
| 1Y | +3.3% | +43.1% | -39.8% | -8.5% |
| 3Y | -8.2% | -61.0% | +52.7% | -15.3% |
| All | -24.1% | -70.4% | +46.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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