+380.3%
HWM vs FLNC
-63.7%
+444.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.8% |
| 7D | -12.5% | -5.0% | -7.5% | -12.3% |
| 30D | -19.0% | -26.1% | +7.1% | -17.6% |
| 3M | -8.6% | -55.2% | +46.6% | -4.6% |
| 6M | -10.2% | -42.6% | +32.4% | -9.2% |
| YTD | +11.3% | -51.0% | +62.3% | +12.5% |
| 1Y | +24.3% | +43.3% | -19.1% | +16.3% |
| All | +380.3% | -63.7% | +444.1% | +355.1% |
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 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