+417.4%
HL vs FE
+48.5%
+369.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +7.1% | +0.6% | +6.4% | +6.8% |
| 30D | +21.4% | -2.1% | +23.6% | +22.5% |
| 3M | +37.4% | +2.6% | +34.8% | +35.5% |
| 6M | +0.4% | -6.8% | +7.2% | +3.6% |
| YTD | +6.7% | +6.9% | -0.2% | +2.9% |
| 1Y | +102.4% | +11.6% | +90.8% | +90.1% |
| 3Y | +417.4% | +47.7% | +369.7% | +250.7% |
| All | +417.4% | +48.5% | +369.0% | +250.7% |
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 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