+5.6%
HD vs FLR
+56.7%
-51.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.2% |
| 7D | -2.1% | +5.4% | -7.5% | -2.6% |
| 30D | -8.4% | +11.4% | -19.8% | -9.5% |
| 3M | +4.3% | +11.4% | -7.1% | +2.9% |
| 6M | -11.1% | +16.6% | -27.8% | -13.1% |
| YTD | -4.7% | +41.7% | -46.4% | -8.7% |
| 1Y | -19.8% | +35.4% | -55.2% | -23.1% |
| All | +5.6% | +56.7% | -51.2% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling