+111.9%
HAL vs FLR
+245.1%
-133.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.9% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | +10.9% | +4.9% | +5.9% | +9.0% |
| 3M | -5.8% | +10.8% | -16.7% | -10.8% |
| 6M | +8.1% | +19.7% | -11.6% | -2.0% |
| YTD | +33.2% | +38.4% | -5.2% | +13.8% |
| 1Y | +74.2% | +34.7% | +39.5% | +48.2% |
| 3Y | -3.7% | +56.7% | -60.3% | -32.6% |
| 5Y | +111.9% | +241.6% | -129.7% | +5.0% |
| All | +111.9% | +245.1% | -133.2% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling