-6.6%
HD vs FLNC
-71.1%
+64.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.3% |
| 7D | -3.9% | -5.0% | +1.1% | -3.7% |
| 30D | -13.1% | -26.1% | +13.0% | -11.7% |
| 3M | -3.4% | -55.2% | +51.7% | +0.4% |
| 6M | -12.6% | -42.6% | +30.0% | -12.1% |
| YTD | -9.2% | -51.0% | +41.8% | -8.7% |
| 1Y | -23.9% | +43.3% | -67.3% | -31.3% |
| 3Y | +0.4% | -63.4% | +63.8% | -4.6% |
| All | -6.6% | -71.1% | +64.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling