+635.0%
HLT vs FLR
-20.2%
+655.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -2.6% | -6.9% | +4.3% | -1.2% |
| 30D | -2.6% | +1.1% | -3.8% | -3.0% |
| 3M | -9.4% | +14.3% | -23.7% | -12.7% |
| 6M | +2.7% | +19.1% | -16.4% | -2.5% |
| YTD | +6.8% | +35.1% | -28.4% | -1.6% |
| 1Y | +12.4% | +29.5% | -17.1% | +3.9% |
| 3Y | +100.2% | +53.0% | +47.2% | +72.1% |
| 5Y | +143.7% | +238.9% | -95.2% | +73.6% |
| 10Y | +584.9% | +17.4% | +567.5% | +431.9% |
| All | +635.0% | -20.2% | +655.2% | +539.0% |
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 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