-22.2%
HDB vs FLR
+112.0%
-134.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +2.7% | +5.4% | -2.6% | +2.2% |
| 30D | +14.1% | +2.8% | +11.3% | +13.8% |
| 3M | +11.8% | -6.4% | +18.2% | +12.3% |
| 6M | +8.2% | +8.8% | -0.6% | +6.7% |
| YTD | -29.3% | +23.6% | -52.9% | -31.2% |
| 1Y | -28.8% | +13.8% | -42.6% | -30.2% |
| 3Y | -7.5% | +36.5% | -43.9% | -14.1% |
| All | -22.2% | +112.0% | -134.3% | -31.6% |
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