-28.5%
HDB vs FLR
+60.4%
-88.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -4.9% | -0.7% | -4.2% | -4.9% |
| 3M | -2.3% | +14.3% | -16.6% | -3.7% |
| 6M | -23.7% | +25.6% | -49.3% | -25.4% |
| YTD | -38.5% | +42.9% | -81.3% | -40.4% |
| 1Y | -36.5% | +38.7% | -75.2% | -38.5% |
| 3Y | -28.5% | +61.8% | -90.2% | -36.9% |
| All | -28.5% | +60.4% | -88.8% | -36.9% |
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