-34.4%
HDB vs FLR
+31.2%
-65.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +0.4% | +5.4% | -5.0% | +0.1% |
| 30D | -2.8% | +11.4% | -14.2% | -3.7% |
| 3M | -3.5% | +11.4% | -14.9% | -4.6% |
| 6M | -24.7% | +16.6% | -41.4% | -26.1% |
| YTD | -36.6% | +41.7% | -78.3% | -37.3% |
| 1Y | -34.4% | +35.4% | -69.8% | -34.5% |
| All | -34.4% | +31.2% | -65.6% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling