+77.6%
HL vs FCUV
-94.5%
+172.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.2% |
| 7D | -4.4% | -66.5% | +62.1% | -4.8% |
| 30D | +9.3% | +5.0% | +4.3% | +9.9% |
| 3M | +32.0% | +63.8% | -31.8% | +39.8% |
| 6M | -6.4% | -67.8% | +61.4% | +5.6% |
| YTD | +3.1% | -82.4% | +85.5% | +19.1% |
| 1Y | +77.6% | -94.7% | +172.3% | +126.9% |
| All | +77.6% | -94.5% | +172.0% | +126.9% |
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