+194.0%
HAL vs FLR
+520.6%
-326.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +2.6% | +10.1% | -7.5% | -1.8% |
| 30D | -0.1% | -0.5% | +0.4% | -0.4% |
| 3M | -1.1% | -4.8% | +3.7% | 0.0% |
| 6M | -20.7% | +10.7% | -31.4% | -27.2% |
| YTD | +17.5% | +25.0% | -7.4% | -0.1% |
| 1Y | +24.1% | +8.3% | +15.8% | +12.0% |
| 3Y | -8.4% | +36.8% | -45.2% | -32.8% |
| 5Y | +53.2% | +121.8% | -68.5% | -13.0% |
| 10Y | -17.2% | +9.2% | -26.4% | -49.4% |
| All | +194.0% | +520.6% | -326.6% | +10.9% |
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