+255.0%
HL vs FE
+44.1%
+210.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +8.9% | 0.0% | +9.0% | +9.0% |
| 30D | -10.1% | +5.2% | -15.3% | -11.9% |
| 3M | -7.0% | 0.0% | -7.0% | -7.1% |
| 6M | -18.8% | +5.0% | -23.8% | -20.8% |
| YTD | -23.1% | +7.9% | -31.0% | -25.8% |
| 1Y | +8.9% | +6.3% | +2.5% | +5.7% |
| 3Y | +255.0% | +46.0% | +209.0% | +133.9% |
| All | +255.0% | +44.1% | +210.9% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling