+335.5%
HL vs FE
+561.4%
-226.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +1.5% | +1.9% | -0.5% | +0.7% |
| 30D | +25.1% | -1.2% | +26.2% | +25.7% |
| 3M | +22.9% | +3.5% | +19.4% | +20.8% |
| 6M | -4.9% | -6.1% | +1.2% | -2.8% |
| YTD | +7.8% | +7.6% | +0.2% | +4.0% |
| 1Y | +133.9% | +11.9% | +122.0% | +121.4% |
| 3Y | +380.9% | +48.4% | +332.5% | +301.4% |
| 5Y | +230.2% | +44.8% | +185.4% | +178.8% |
| 10Y | +265.6% | +115.9% | +149.7% | +147.2% |
| All | +335.5% | +561.4% | -226.0% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling