+238.2%
HL vs FLR
+230.6%
+7.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.1% |
| 7D | -5.6% | -6.9% | +1.3% | -3.1% |
| 30D | +12.7% | +1.1% | +11.6% | +12.2% |
| 3M | +42.5% | +14.3% | +28.2% | +34.5% |
| 6M | -9.0% | +19.1% | -28.1% | -16.2% |
| YTD | +4.4% | +35.1% | -30.7% | -8.2% |
| 1Y | +82.7% | +29.5% | +53.2% | +62.4% |
| 3Y | +406.3% | +53.0% | +353.3% | +287.4% |
| 5Y | +238.2% | +238.9% | -0.8% | +97.0% |
| All | +238.2% | +230.6% | +7.6% | +97.0% |
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 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