+256.9%
HL vs FLR
+19.7%
+237.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -4.4% | -3.5% | -0.9% | -3.6% |
| 30D | +9.3% | +4.2% | +5.1% | +8.2% |
| 3M | +32.0% | +8.1% | +23.9% | +29.0% |
| 6M | -6.4% | +21.5% | -28.0% | -11.4% |
| YTD | +3.1% | +36.8% | -33.6% | -4.9% |
| 1Y | +77.6% | +31.2% | +46.4% | +65.0% |
| 3Y | +392.8% | +53.9% | +338.9% | +329.2% |
| 5Y | +234.1% | +243.0% | -8.9% | +146.5% |
| All | +256.9% | +19.7% | +237.2% | +136.0% |
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