+301.7%
HIG vs FLR
+19.7%
+282.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.5% | -3.5% | +2.0% | -0.7% |
| 30D | -0.4% | +4.2% | -4.5% | -1.4% |
| 3M | +6.7% | +8.1% | -1.4% | +3.6% |
| 6M | +2.0% | +21.5% | -19.6% | -4.8% |
| YTD | +0.3% | +36.8% | -36.5% | -9.4% |
| 1Y | +4.2% | +31.2% | -27.0% | -5.7% |
| 3Y | +102.2% | +53.9% | +48.3% | +65.1% |
| 5Y | +118.5% | +243.0% | -124.5% | +37.4% |
| All | +301.7% | +19.7% | +282.0% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling