-95.0%
HTZ vs FLNC
-85.1%
-9.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -16.4% | +3.6% | -20.1% | -16.5% |
| 30D | -15.1% | -27.3% | +12.2% | -10.4% |
| 3M | -28.2% | -59.1% | +30.9% | -17.1% |
| 6M | -73.1% | -77.6% | +4.6% | -66.6% |
| YTD | -68.3% | -72.7% | +4.4% | -63.8% |
| 1Y | -75.2% | -74.0% | -1.2% | -71.9% |
| 3Y | -81.1% | -69.6% | -11.6% | -82.9% |
| 5Y | -95.0% | -85.2% | -9.8% | -94.3% |
| All | -95.0% | -85.1% | -9.9% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling