+144.6%
HL vs FE
+120.9%
+23.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -16.2% | +3.6% | -19.8% | -17.4% |
| 3M | -20.5% | +0.3% | -20.8% | -20.6% |
| 6M | -31.7% | +6.4% | -38.1% | -33.6% |
| YTD | -26.4% | +8.1% | -34.5% | -29.0% |
| 1Y | -4.3% | +4.6% | -8.9% | -6.6% |
| 3Y | +276.9% | +49.1% | +227.8% | +215.5% |
| 5Y | +124.1% | +46.1% | +78.0% | +90.4% |
| 10Y | +144.6% | +122.7% | +21.9% | +102.1% |
| All | +144.6% | +120.9% | +23.7% | +102.1% |
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