+1,343.3%
HD vs FLR
+603.8%
+739.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.4% |
| 7D | -2.1% | +5.4% | -7.5% | -3.1% |
| 30D | -8.4% | +11.4% | -19.8% | -10.7% |
| 3M | +4.3% | +11.4% | -7.1% | +1.2% |
| 6M | -11.1% | +16.6% | -27.8% | -15.1% |
| YTD | -4.7% | +41.7% | -46.4% | -12.7% |
| 1Y | -19.8% | +35.4% | -55.2% | -26.3% |
| 3Y | +4.1% | +57.3% | -53.2% | -11.4% |
| 5Y | +10.3% | +241.0% | -230.7% | -22.9% |
| 10Y | +203.2% | +16.6% | +186.5% | +124.6% |
| All | +1,343.3% | +603.8% | +739.5% | +483.5% |
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 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