-71.6%
FLNC vs HIG
+106.8%
-178.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.1% | -1.5% | -2.6% | -3.7% |
| 30D | -24.8% | -0.4% | -24.4% | -24.9% |
| 3M | -59.1% | +6.7% | -65.8% | -60.7% |
| 6M | -42.0% | +2.0% | -43.9% | -43.5% |
| YTD | -49.8% | +0.3% | -50.1% | -51.1% |
| 1Y | +43.1% | +4.2% | +38.9% | +35.4% |
| 3Y | -61.0% | +102.2% | -163.2% | -79.0% |
| All | -71.6% | +106.8% | -178.4% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling