+232.7%
HAL vs FLR
+603.8%
-371.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.4% |
| 7D | +2.9% | +5.4% | -2.5% | +0.5% |
| 30D | +17.0% | +11.4% | +5.7% | +9.7% |
| 3M | -9.7% | +11.4% | -21.1% | -16.2% |
| 6M | +8.6% | +16.6% | -8.0% | -3.4% |
| YTD | +33.0% | +41.7% | -8.7% | +7.8% |
| 1Y | +68.3% | +35.4% | +32.9% | +37.1% |
| 3Y | +0.1% | +57.3% | -57.2% | -31.0% |
| 5Y | +102.6% | +241.0% | -138.4% | -5.9% |
| 10Y | +3.8% | +16.6% | -12.8% | -38.2% |
| All | +232.7% | +603.8% | -371.1% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling