-32.9%
HDB vs FLNC
-70.4%
+37.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.4% | +6.7% |
| 7D | +0.7% | -4.1% | +4.7% | +0.9% |
| 30D | +1.0% | -24.8% | +25.8% | +2.3% |
| 3M | -2.0% | -59.1% | +57.1% | +2.1% |
| 6M | -18.1% | -42.0% | +23.9% | -17.5% |
| YTD | -36.1% | -49.8% | +13.7% | -35.7% |
| 1Y | -34.0% | +43.1% | -77.1% | -39.1% |
| 3Y | -26.7% | -61.0% | +34.3% | -29.1% |
| All | -32.9% | -70.4% | +37.5% | -38.8% |
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