+65.9%
HST vs FLNC
-69.8%
+135.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.7% |
| 7D | -0.3% | -4.2% | +3.9% | 0.0% |
| 30D | -2.8% | -20.0% | +17.2% | -0.8% |
| 3M | -6.5% | -56.9% | +50.4% | +0.8% |
| 6M | +20.7% | -35.5% | +56.3% | +21.1% |
| YTD | +30.5% | -48.8% | +79.3% | +32.1% |
| 1Y | +36.8% | +49.3% | -12.5% | +16.7% |
| 3Y | +65.9% | -61.8% | +127.7% | +52.2% |
| All | +65.9% | -69.8% | +135.7% | +47.6% |
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