+12.1%
HLT vs FLR
+31.2%
-19.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -3.3% | +5.4% | -8.7% | -3.7% |
| 30D | -4.1% | +11.4% | -15.5% | -4.9% |
| 3M | -7.9% | +11.4% | -19.3% | -8.9% |
| 6M | +2.2% | +16.6% | -14.5% | -0.1% |
| YTD | +8.5% | +41.7% | -33.2% | +5.2% |
| 1Y | +12.1% | +35.4% | -23.3% | +7.4% |
| All | +12.1% | +31.2% | -19.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling