+101.2%
HL vs FE
+12.0%
+89.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +7.1% | +0.6% | +6.4% | +7.0% |
| 30D | +21.4% | -2.1% | +23.6% | +21.6% |
| 3M | +37.4% | +2.6% | +34.8% | +37.4% |
| 6M | +0.4% | -6.8% | +7.2% | +2.9% |
| YTD | +6.7% | +6.9% | -0.2% | +12.5% |
| All | +101.2% | +12.0% | +89.1% | +108.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling