-71.1%
FLNC vs HBM
+313.2%
-384.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -8.0% |
| 7D | -4.2% | +5.5% | -9.7% | -7.1% |
| 30D | -20.0% | +3.3% | -23.3% | -21.9% |
| 3M | -56.9% | +12.7% | -69.5% | -59.8% |
| 6M | -35.5% | +28.2% | -63.7% | -44.8% |
| YTD | -48.8% | +45.3% | -94.1% | -59.5% |
| 1Y | +49.3% | +121.7% | -72.4% | -5.1% |
| 3Y | -61.8% | +523.5% | -585.3% | -86.9% |
| All | -71.1% | +313.2% | -384.3% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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