+210.2%
HD vs FLR
+17.1%
+193.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | -10.8% | +4.9% | -15.8% | -11.4% |
| 3M | -2.7% | +10.8% | -13.5% | -4.4% |
| 6M | -10.3% | +19.7% | -30.0% | -13.0% |
| YTD | -7.8% | +38.4% | -46.2% | -12.4% |
| 1Y | -23.1% | +34.7% | -57.8% | -27.0% |
| 3Y | +2.0% | +56.7% | -54.7% | -7.7% |
| 5Y | +6.2% | +241.6% | -235.4% | -14.4% |
| 10Y | +210.2% | +20.2% | +190.0% | +150.1% |
| All | +210.2% | +17.1% | +193.0% | +150.1% |
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