+175.1%
HBAN vs FLR
+587.1%
-412.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.3% |
| 7D | -1.5% | -3.1% | +1.6% | -0.4% |
| 30D | -5.5% | +4.9% | -10.4% | -7.3% |
| 3M | -0.2% | +10.8% | -11.0% | -5.5% |
| 6M | +5.2% | +19.7% | -14.5% | -4.3% |
| YTD | -2.3% | +38.4% | -40.7% | -16.0% |
| 1Y | -2.2% | +34.7% | -36.9% | -15.9% |
| 3Y | +73.8% | +56.7% | +17.2% | +32.8% |
| 5Y | +35.2% | +241.6% | -206.4% | -26.6% |
| 10Y | +155.4% | +20.2% | +135.2% | +59.8% |
| All | +175.1% | +587.1% | -412.0% | +27.2% |
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