+203.1%
HAL vs FLR
+513.8%
-310.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.6% |
| 7D | +6.1% | +5.4% | +0.7% | +3.4% |
| 30D | +2.9% | +2.8% | +0.1% | +1.2% |
| 3M | +3.3% | -6.4% | +9.7% | +5.3% |
| 6M | -16.9% | +8.8% | -25.7% | -23.1% |
| YTD | +21.2% | +23.6% | -2.4% | +3.5% |
| 1Y | +27.5% | +13.8% | +13.7% | +12.7% |
| 3Y | -6.4% | +36.5% | -42.9% | -31.4% |
| 5Y | +58.0% | +119.3% | -61.3% | -9.9% |
| 10Y | -14.6% | +8.0% | -22.6% | -47.5% |
| All | +203.1% | +513.8% | -310.7% | +14.9% |
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