+249.3%
HL vs FDS
-23.5%
+272.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.4% |
| 7D | +0.4% | -8.8% | +9.2% | +1.8% |
| 30D | +18.8% | -1.4% | +20.2% | +19.1% |
| 3M | +43.7% | +13.9% | +29.8% | +39.8% |
| 6M | -1.0% | +27.4% | -28.4% | -7.1% |
| YTD | +8.7% | -2.5% | +11.2% | +10.7% |
| 1Y | +105.0% | -23.8% | +128.8% | +127.8% |
| 3Y | +427.3% | -32.5% | +459.8% | +504.6% |
| 5Y | +249.3% | -23.2% | +272.5% | +302.7% |
| All | +249.3% | -23.5% | +272.8% | +302.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling