-94.7%
HTZ vs FLNC
-86.0%
-8.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | -8.5% | -11.2% | +2.7% | -6.6% |
| 30D | -18.9% | -24.6% | +5.7% | -14.7% |
| 3M | -36.0% | -64.6% | +28.6% | -24.3% |
| 6M | -74.6% | -78.8% | +4.2% | -68.1% |
| YTD | -70.8% | -76.3% | +5.5% | -65.8% |
| 1Y | -75.3% | -71.2% | -4.1% | -72.5% |
| 3Y | -81.6% | -71.9% | -9.7% | -83.1% |
| 5Y | -94.4% | -87.5% | -6.9% | -93.4% |
| All | -94.7% | -86.0% | -8.7% | -94.1% |
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