+67.4%
HST vs FLNC
-70.4%
+137.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | +0.9% | -4.1% | +4.9% | +1.2% |
| 30D | -2.5% | -24.8% | +22.3% | +0.2% |
| 3M | -5.1% | -59.1% | +54.0% | +2.8% |
| 6M | +21.6% | -42.0% | +63.6% | +23.4% |
| YTD | +31.6% | -49.8% | +81.4% | +33.6% |
| 1Y | +36.1% | +43.1% | -6.9% | +16.7% |
| 3Y | +66.5% | -61.0% | +127.4% | +52.0% |
| All | +67.4% | -70.4% | +137.7% | +49.2% |
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 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