-81.8%
HTZ vs FLNC
-72.6%
-9.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.4% | -11.8% | -8.8% |
| 7D | -14.6% | -7.9% | -6.7% | -13.4% |
| 30D | -20.8% | -31.3% | +10.5% | -17.0% |
| 3M | -18.8% | -60.1% | +41.3% | -9.6% |
| 6M | -74.7% | -61.1% | -13.6% | -72.5% |
| YTD | -68.1% | -73.4% | +5.3% | -64.4% |
| 1Y | -73.5% | -73.4% | -0.1% | -70.7% |
| 3Y | -81.8% | -71.9% | -9.9% | -83.4% |
| All | -81.8% | -72.6% | -9.2% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling