+684.3%
HWM vs FLNC
-70.4%
+754.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.5% |
| 7D | -11.4% | -4.1% | -7.4% | -11.2% |
| 30D | -18.5% | -24.8% | +6.3% | -16.7% |
| 3M | -13.2% | -59.1% | +45.9% | -7.1% |
| 6M | -8.7% | -42.0% | +33.3% | -7.4% |
| YTD | +12.2% | -49.8% | +62.0% | +13.6% |
| 1Y | +24.9% | +43.1% | -18.2% | +12.1% |
| 3Y | +383.9% | -61.0% | +444.9% | +354.4% |
| All | +684.3% | -70.4% | +754.7% | +584.5% |
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