-94.2%
HTZ vs FLNC
-84.8%
-9.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.9% | +8.7% |
| 7D | -27.4% | -16.2% | -11.3% | -24.9% |
| 30D | -11.4% | -28.1% | +16.8% | -6.2% |
| 3M | -33.1% | -61.3% | +28.2% | -22.1% |
| 6M | -73.5% | -79.9% | +6.4% | -66.6% |
| YTD | -68.1% | -74.3% | +6.2% | -63.2% |
| 1Y | -74.3% | -75.5% | +1.2% | -70.5% |
| 3Y | -80.9% | -70.4% | -10.5% | -82.6% |
| 5Y | -93.8% | -86.4% | -7.4% | -92.8% |
| All | -94.2% | -84.8% | -9.4% | -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