+130.0%
HL vs FDS
+127.7%
+2.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -11.1% | +1.5% | -12.6% | -11.5% |
| 30D | -12.1% | +14.8% | -26.9% | -16.1% |
| 3M | -26.1% | +16.3% | -42.4% | -30.0% |
| 6M | -37.7% | +66.2% | -104.0% | -49.2% |
| YTD | -31.7% | +16.2% | -47.9% | -36.9% |
| 1Y | -11.6% | +21.8% | -33.5% | -20.2% |
| 3Y | +249.6% | -23.9% | +273.5% | +281.6% |
| 5Y | +108.5% | -23.1% | +131.6% | +122.8% |
| All | +130.0% | +127.7% | +2.4% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling