+133.9%
HL vs FDS
-17.4%
+151.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.8% |
| 7D | +1.5% | -1.9% | +3.4% | +1.3% |
| 30D | +25.1% | +9.0% | +16.0% | +26.3% |
| 3M | +22.9% | +18.9% | +4.0% | +25.6% |
| 6M | -4.9% | +35.1% | -40.0% | -0.9% |
| YTD | +7.8% | +5.5% | +2.3% | +15.7% |
| 1Y | +133.9% | -16.8% | +150.7% | +172.7% |
| All | +133.9% | -17.4% | +151.3% | +172.7% |
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