+77.3%
HCA vs FLNC
-70.4%
+147.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.3% |
| 7D | +5.4% | -4.1% | +9.5% | +5.5% |
| 30D | +3.0% | -24.8% | +27.8% | +3.8% |
| 3M | +13.0% | -59.1% | +72.1% | +15.8% |
| 6M | -20.3% | -42.0% | +21.7% | -20.3% |
| YTD | -8.2% | -49.8% | +41.6% | -8.5% |
| 1Y | +6.7% | +43.1% | -36.4% | -1.0% |
| 3Y | +60.4% | -61.0% | +121.3% | +54.3% |
| All | +77.3% | -70.4% | +147.6% | +70.1% |
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