-4.2%
HD vs FLNC
-67.0%
+62.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.7% | -9.0% | -2.7% |
| 7D | -1.2% | +6.0% | -7.1% | -1.5% |
| 30D | -11.1% | -16.3% | +5.2% | -10.3% |
| 3M | +2.0% | -54.1% | +56.2% | +6.0% |
| 6M | -10.5% | -25.3% | +14.9% | -11.4% |
| YTD | -6.9% | -44.2% | +37.3% | -6.9% |
| 1Y | -23.2% | +53.1% | -76.3% | -30.7% |
| 3Y | +3.1% | -58.3% | +61.4% | -2.7% |
| All | -4.2% | -67.0% | +62.9% | -15.3% |
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