+82.7%
HL vs FDS
-28.0%
+110.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -4.4% |
| 7D | -5.6% | -16.0% | +10.4% | -7.0% |
| 30D | +12.7% | -6.7% | +19.5% | +12.3% |
| 3M | +42.5% | +6.0% | +36.6% | +44.1% |
| 6M | -9.0% | +25.1% | -34.1% | -6.4% |
| YTD | +4.4% | -8.1% | +12.5% | +10.5% |
| 1Y | +82.7% | -26.0% | +108.7% | +107.1% |
| All | +82.7% | -28.0% | +110.6% | +107.1% |
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