+25.0%
HL vs FDS
+31.1%
-6.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.9% | +10.3% | +13.4% |
| 7D | +0.2% | +9.4% | -9.2% | +1.1% |
| 30D | -12.1% | +23.8% | -35.9% | -10.4% |
| 3M | -2.8% | +25.1% | -28.0% | -0.4% |
| 6M | -14.9% | +53.8% | -68.7% | -10.1% |
| YTD | -22.0% | +19.6% | -41.6% | -12.6% |
| 1Y | +25.0% | +31.6% | -6.6% | +55.8% |
| All | +25.0% | +31.1% | -6.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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