-4.5%
HAL vs FLR
+60.4%
-64.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +15.9% | -0.7% | +16.6% | +15.8% |
| 3M | -8.7% | +14.3% | -23.1% | -12.1% |
| 6M | +9.0% | +25.6% | -16.6% | +1.7% |
| YTD | +32.0% | +42.9% | -10.9% | +18.9% |
| 1Y | +72.5% | +38.7% | +33.7% | +54.9% |
| 3Y | -4.5% | +61.8% | -66.3% | -23.0% |
| All | -4.5% | +60.4% | -64.9% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling