+3,769.4%
HDB vs FLR
+267.1%
+3,502.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +0.4% | +5.4% | -5.0% | -0.8% |
| 30D | -2.8% | +11.4% | -14.2% | -5.8% |
| 3M | -3.5% | +11.4% | -14.9% | -7.0% |
| 6M | -24.7% | +16.6% | -41.4% | -28.6% |
| YTD | -36.6% | +41.7% | -78.3% | -42.8% |
| 1Y | -34.4% | +35.4% | -69.8% | -40.6% |
| 3Y | -24.4% | +57.3% | -81.7% | -37.7% |
| 5Y | -35.4% | +241.0% | -276.3% | -58.3% |
| 10Y | +39.5% | +16.6% | +22.9% | -0.5% |
| All | +3,769.4% | +267.1% | +3,502.3% | +1,976.1% |
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