+228.7%
HL vs FANG
+232.6%
-3.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.4% | +2.9% | -7.2% | -5.2% |
| 30D | +9.3% | +2.6% | +6.7% | +8.3% |
| 3M | +32.0% | +7.6% | +24.4% | +27.8% |
| 6M | -6.4% | +17.3% | -23.8% | -13.4% |
| YTD | +3.1% | +38.7% | -35.5% | -10.9% |
| 1Y | +77.6% | +51.6% | +25.9% | +47.5% |
| 3Y | +392.8% | +50.0% | +342.9% | +295.9% |
| All | +228.7% | +232.6% | -3.9% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling