-80.9%
FIG vs HL
+258.8%
-339.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.2% |
| 7D | -14.5% | +0.4% | -14.8% | -14.4% |
| 30D | -13.3% | +18.8% | -32.1% | -12.9% |
| 3M | +7.4% | +43.7% | -36.3% | +8.7% |
| 6M | -27.8% | -1.0% | -26.7% | -27.6% |
| YTD | -41.1% | +8.7% | -49.8% | -42.0% |
| 1Y | -58.7% | +105.0% | -163.7% | -56.0% |
| All | -80.9% | +258.8% | -339.7% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling