+588.2%
HBM vs FLR
+19.7%
+568.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -3.3% | -3.5% | +0.2% | -2.0% |
| 30D | -4.8% | +4.2% | -9.0% | -6.4% |
| 3M | -0.4% | +8.1% | -8.5% | -3.9% |
| 6M | +17.9% | +21.5% | -3.6% | +8.4% |
| YTD | +33.7% | +36.8% | -3.1% | +17.5% |
| 1Y | +95.6% | +31.2% | +64.4% | +74.2% |
| 3Y | +458.1% | +53.9% | +404.2% | +350.3% |
| 5Y | +329.0% | +243.0% | +86.0% | +162.1% |
| All | +588.2% | +19.7% | +568.5% | +465.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling