-58.5%
FIG vs HL
+82.6%
-141.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +4.9% |
| 7D | -3.8% | -4.4% | +0.5% | -3.6% |
| 30D | -2.3% | +9.3% | -11.6% | -2.7% |
| 3M | +20.0% | +32.0% | -12.0% | +18.3% |
| 6M | -16.7% | -6.4% | -10.2% | -16.3% |
| YTD | -37.9% | +3.1% | -41.1% | -42.0% |
| 1Y | -58.5% | +77.6% | -136.1% | -71.2% |
| All | -58.5% | +82.6% | -141.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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