+678.5%
HWM vs FLNC
-71.1%
+749.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.7% |
| 7D | -12.5% | -5.0% | -7.5% | -12.2% |
| 30D | -19.0% | -26.1% | +7.1% | -17.1% |
| 3M | -8.6% | -55.2% | +46.6% | -3.0% |
| 6M | -10.2% | -42.6% | +32.4% | -8.9% |
| YTD | +11.3% | -51.0% | +62.3% | +13.0% |
| 1Y | +24.3% | +43.3% | -19.1% | +11.4% |
| 3Y | +382.3% | -63.4% | +445.7% | +356.1% |
| All | +678.5% | -71.1% | +749.6% | +580.8% |
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