-37.8%
HDB vs FLR
+245.1%
-282.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | -4.9% | -3.1% | -1.7% | -4.6% |
| 30D | -5.8% | +4.9% | -10.8% | -6.3% |
| 3M | -5.2% | +10.8% | -16.0% | -6.5% |
| 6M | -25.7% | +19.7% | -45.4% | -27.4% |
| YTD | -39.6% | +38.4% | -77.9% | -41.8% |
| 1Y | -36.9% | +34.7% | -71.6% | -39.2% |
| 3Y | -29.7% | +56.7% | -86.4% | -35.5% |
| 5Y | -37.8% | +241.6% | -279.4% | -49.7% |
| All | -37.8% | +245.1% | -282.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling