-80.8%
FIG vs HL
+244.5%
-325.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.5% |
| 7D | -12.2% | -5.6% | -6.6% | -12.3% |
| 30D | -11.0% | +12.7% | -23.7% | -10.6% |
| 3M | +11.9% | +42.5% | -30.6% | +13.2% |
| 6M | -21.9% | -9.0% | -12.9% | -21.7% |
| YTD | -40.8% | +4.4% | -45.1% | -41.7% |
| 1Y | -56.6% | +82.7% | -139.3% | -55.6% |
| All | -80.8% | +244.5% | -325.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling