+177.2%
HL vs FGI
-68.3%
+245.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -1.3% |
| 7D | -5.6% | +6.9% | -12.4% | -5.6% |
| 30D | -16.2% | +3.9% | -20.1% | -16.2% |
| 3M | -20.5% | +74.3% | -94.8% | -21.9% |
| 6M | -31.7% | +28.9% | -60.6% | -32.6% |
| YTD | -26.4% | +39.1% | -65.5% | -28.7% |
| 1Y | -4.3% | +49.3% | -53.7% | -7.6% |
| 3Y | +276.9% | +5.7% | +271.1% | +256.3% |
| All | +177.2% | -68.3% | +245.5% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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