-94.2%
HTZ vs FLNC
-84.3%
-10.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.4% | -11.8% | -9.0% |
| 7D | -14.6% | -7.9% | -6.7% | -13.1% |
| 30D | -20.8% | -31.3% | +10.5% | -15.6% |
| 3M | -18.8% | -60.1% | +41.3% | -5.9% |
| 6M | -74.7% | -61.1% | -13.6% | -72.0% |
| YTD | -68.1% | -73.4% | +5.3% | -63.4% |
| 1Y | -73.5% | -73.4% | -0.1% | -70.1% |
| 3Y | -81.8% | -71.9% | -9.9% | -83.2% |
| 5Y | -95.2% | -84.7% | -10.6% | -94.9% |
| All | -94.2% | -84.3% | -10.0% | -93.7% |
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