+3,432.7%
HL vs FLR
+609.6%
+2,823.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | +21.4% | -0.7% | +22.1% | +21.3% |
| 3M | +37.4% | +14.3% | +23.1% | +30.6% |
| 6M | +0.4% | +25.6% | -25.2% | -8.3% |
| YTD | +6.7% | +42.9% | -36.2% | -6.6% |
| 1Y | +102.4% | +38.7% | +63.6% | +78.3% |
| 3Y | +417.4% | +61.8% | +355.6% | +311.0% |
| 5Y | +243.3% | +254.1% | -10.8% | +103.9% |
| 10Y | +242.6% | +20.0% | +222.5% | +126.1% |
| All | +3,432.7% | +609.6% | +2,823.2% | +3,348.3% |
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