+117.7%
HL vs FDS
+10,549.7%
-10,432.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.9% |
| 7D | -5.6% | -2.1% | -3.4% | -5.1% |
| 30D | -16.2% | +16.0% | -32.2% | -19.4% |
| 3M | -20.5% | +18.8% | -39.3% | -24.4% |
| 6M | -31.7% | +54.1% | -85.8% | -40.3% |
| YTD | -26.4% | +17.0% | -43.4% | -31.7% |
| 1Y | -4.3% | +25.5% | -29.8% | -13.1% |
| 3Y | +276.9% | -23.3% | +300.2% | +286.0% |
| 5Y | +124.1% | -22.6% | +146.7% | +127.7% |
| 10Y | +144.6% | +130.2% | +14.4% | +88.0% |
| All | +117.7% | +10,549.7% | -10,432.1% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling