+230.8%
HOOD vs FLNC
-67.0%
+297.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.7% | -10.6% | -5.4% |
| 7D | +13.4% | +6.0% | +7.4% | +11.7% |
| 30D | +25.8% | -16.3% | +42.1% | +30.5% |
| 3M | +38.0% | -54.1% | +92.1% | +61.2% |
| 6M | +52.2% | -25.3% | +77.5% | +47.4% |
| YTD | +3.7% | -44.2% | +47.9% | +5.2% |
| 1Y | +0.1% | +53.1% | -53.1% | -27.1% |
| 3Y | +992.6% | -58.3% | +1,050.9% | +831.6% |
| All | +230.8% | -67.0% | +297.9% | +138.2% |
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 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