-91.9%
HTZ vs FLNC
-69.1%
-22.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | +7.5% | -4.9% | +12.3% | +8.3% |
| 30D | +47.4% | -27.3% | +74.7% | +54.7% |
| 3M | -54.9% | -61.9% | +7.0% | -47.7% |
| 6M | -47.0% | -34.5% | -12.5% | -46.4% |
| YTD | -55.3% | -47.7% | -7.6% | -54.0% |
| 1Y | -57.6% | +53.3% | -111.0% | -67.7% |
| 3Y | -86.6% | -62.4% | -24.2% | -87.9% |
| All | -91.9% | -69.1% | -22.8% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling