-93.7%
HTZ vs FLNC
-84.8%
-8.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -15.9% | -4.9% | -18.1% |
| 7D | -7.7% | -16.3% | +8.6% | -4.6% |
| 30D | -13.1% | -36.6% | +23.4% | -6.2% |
| 3M | +14.7% | -64.2% | +78.9% | +35.0% |
| 6M | -70.6% | -59.9% | -10.8% | -67.6% |
| YTD | -65.2% | -74.2% | +9.1% | -59.8% |
| 1Y | -73.2% | -75.4% | +2.2% | -69.3% |
| 3Y | -80.8% | -73.2% | -7.6% | -82.1% |
| 5Y | -94.8% | -85.2% | -9.6% | -94.4% |
| All | -93.7% | -84.8% | -8.9% | -93.1% |
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