-94.7%
HTZ vs FLNC
-85.3%
-9.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.1% | +1.1% | -6.4% |
| 7D | -27.5% | -10.7% | -16.8% | -25.8% |
| 30D | -21.9% | -33.9% | +12.0% | -16.2% |
| 3M | -29.2% | -61.2% | +31.9% | -17.6% |
| 6M | -75.2% | -79.7% | +4.5% | -68.7% |
| YTD | -70.8% | -75.2% | +4.4% | -66.1% |
| 1Y | -76.1% | -77.5% | +1.4% | -72.2% |
| 3Y | -82.5% | -71.4% | -11.1% | -84.0% |
| 5Y | -94.1% | -85.6% | -8.5% | -93.6% |
| All | -94.7% | -85.3% | -9.4% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling