+575.2%
HLT vs FLR
+19.7%
+555.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.6% | -3.5% | +1.9% | -1.0% |
| 30D | -5.0% | +4.2% | -9.2% | -5.9% |
| 3M | -10.4% | +8.1% | -18.5% | -12.4% |
| 6M | +3.2% | +21.5% | -18.3% | -2.0% |
| YTD | +6.7% | +36.8% | -30.0% | -1.3% |
| 1Y | +10.3% | +31.2% | -20.9% | +2.2% |
| 3Y | +99.3% | +53.9% | +45.4% | +73.1% |
| 5Y | +143.7% | +243.0% | -99.3% | +78.1% |
| All | +575.2% | +19.7% | +555.5% | +408.4% |
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 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