+1.5%
HD vs FLNC
-62.9%
+64.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.6% |
| 3M | -4.6% | -59.1% | +54.5% | -2.0% |
| 6M | -10.1% | -42.0% | +31.9% | -9.9% |
| YTD | -8.3% | -49.8% | +41.5% | -8.2% |
| 1Y | -25.0% | +43.1% | -68.1% | -30.6% |
| 3Y | +1.5% | -61.0% | +62.5% | -2.1% |
| All | +1.5% | -62.9% | +64.4% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling