+133.9%
HL vs FCUV
-81.1%
+215.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.7% | +11.2% | -2.6% |
| 7D | +1.5% | +62.8% | -61.4% | +1.9% |
| 30D | +25.1% | +66.5% | -41.4% | +25.8% |
| 3M | +22.9% | +459.9% | -437.0% | +29.8% |
| 6M | -4.9% | -12.4% | +7.5% | +8.9% |
| YTD | +7.8% | -47.5% | +55.4% | +26.1% |
| 1Y | +133.9% | -80.5% | +214.4% | +215.8% |
| All | +133.9% | -81.1% | +215.0% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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