+151.7%
HYG vs FLR
+40.7%
+111.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | -0.7% | +4.2% | -4.9% | -1.1% |
| 3M | -0.2% | +8.1% | -8.3% | -1.1% |
| 6M | +1.4% | +21.5% | -20.1% | -0.8% |
| YTD | +1.5% | +36.8% | -35.3% | -1.9% |
| 1Y | +2.9% | +31.2% | -28.3% | -0.3% |
| 3Y | +25.6% | +53.9% | -28.2% | +17.8% |
| 5Y | +18.6% | +243.0% | -224.5% | +2.2% |
| 10Y | +55.7% | +18.8% | +36.9% | +40.7% |
| All | +151.7% | +40.7% | +111.1% | +104.4% |
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 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