+221.6%
HIG vs FLR
+587.1%
-365.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.8% | +1.8% |
| 7D | -0.5% | -3.1% | +2.7% | +0.6% |
| 30D | -2.8% | +4.9% | -7.8% | -4.8% |
| 3M | +6.3% | +10.8% | -4.5% | +0.2% |
| 6M | -0.1% | +19.7% | -19.8% | -10.2% |
| YTD | +0.4% | +38.4% | -37.9% | -15.2% |
| 1Y | +6.2% | +34.7% | -28.4% | -10.6% |
| 3Y | +101.6% | +56.7% | +45.0% | +44.5% |
| 5Y | +119.8% | +241.6% | -121.8% | +6.1% |
| 10Y | +311.7% | +20.2% | +291.5% | +110.7% |
| All | +221.6% | +587.1% | -365.5% | +3.8% |
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