+25.0%
HL vs FANG
+32.3%
-7.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.9% | +18.1% | +12.3% |
| 7D | +0.2% | -11.3% | +11.5% | -1.3% |
| 30D | -12.1% | -0.7% | -11.5% | -12.3% |
| 3M | -2.8% | -4.2% | +1.3% | -3.0% |
| 6M | -14.9% | -13.5% | -1.5% | -15.4% |
| YTD | -22.0% | +23.7% | -45.8% | -22.0% |
| 1Y | +25.0% | +34.3% | -9.3% | +12.7% |
| All | +25.0% | +32.3% | -7.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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