+135.5%
HL vs FE
+110.9%
+24.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.2% |
| 7D | +8.2% | -0.5% | +8.7% | +8.4% |
| 30D | -16.3% | +4.3% | -20.6% | -17.7% |
| 3M | -18.6% | +0.4% | -19.0% | -18.7% |
| 6M | -23.2% | +6.9% | -30.1% | -25.5% |
| YTD | -25.5% | +8.0% | -33.5% | -28.1% |
| 1Y | -4.8% | +4.8% | -9.6% | -7.1% |
| 3Y | +281.4% | +49.0% | +232.5% | +219.4% |
| 5Y | +137.8% | +46.2% | +91.6% | +102.0% |
| 10Y | +135.5% | +120.9% | +14.6% | +94.8% |
| All | +135.5% | +110.9% | +24.6% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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