-61.0%
FLNC vs HIG
+101.1%
-162.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.4% |
| 7D | -4.1% | -1.5% | -2.6% | -4.3% |
| 30D | -24.8% | -0.4% | -24.4% | -24.7% |
| 3M | -59.1% | +6.7% | -65.8% | -59.0% |
| 6M | -42.0% | +2.0% | -43.9% | -41.7% |
| YTD | -49.8% | +0.3% | -50.1% | -49.6% |
| 1Y | +43.1% | +4.2% | +38.9% | +42.3% |
| 3Y | -61.0% | +102.2% | -163.2% | -76.9% |
| All | -61.0% | +101.1% | -162.1% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling