+25.6%
HAL vs FLR
+2.5%
+23.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.1% |
| 7D | -7.7% | +1.4% | -9.1% | -7.8% |
| 30D | +0.7% | -5.9% | +6.6% | +1.1% |
| 3M | +2.5% | -7.6% | +10.1% | +2.7% |
| 6M | -20.7% | -9.3% | -11.4% | -20.4% |
| YTD | +18.4% | +20.1% | -1.8% | +9.7% |
| 1Y | +25.6% | +3.0% | +22.6% | +17.8% |
| All | +25.6% | +2.5% | +23.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling