+1,444.1%
HD vs FLR
+482.5%
+961.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.2% | -2.5% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | +20.2% | -9.1% | +29.3% | +22.1% |
| 3M | -1.0% | -4.7% | +3.6% | -0.9% |
| 6M | +7.9% | -14.2% | +22.2% | +9.3% |
| YTD | +2.0% | +17.3% | -15.3% | -3.4% |
| 1Y | -4.3% | +4.3% | -8.6% | -7.4% |
| 3Y | +25.9% | +30.7% | -4.8% | +10.9% |
| 5Y | +5.8% | +101.3% | -95.5% | -17.3% |
| 10Y | +262.5% | +12.4% | +250.2% | +167.1% |
| All | +1,444.1% | +482.5% | +961.6% | +545.3% |
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