-5.7%
HD vs FLNC
-70.4%
+64.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.9% |
| 7D | -3.8% | -4.1% | +0.2% | -3.7% |
| 30D | -9.4% | -24.8% | +15.3% | -8.1% |
| 3M | -4.6% | -59.1% | +54.5% | -0.2% |
| 6M | -10.1% | -42.0% | +31.9% | -9.6% |
| YTD | -8.3% | -49.8% | +41.5% | -7.9% |
| 1Y | -25.0% | +43.1% | -68.1% | -32.2% |
| 3Y | +1.5% | -61.0% | +62.5% | -4.0% |
| All | -5.7% | -70.4% | +64.7% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling