+162.1%
HL vs FGI
-66.3%
+228.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.6% | -5.5% |
| 7D | -7.6% | +13.5% | -21.1% | -7.8% |
| 30D | -17.5% | +17.1% | -34.6% | -17.7% |
| 3M | -26.2% | +78.0% | -104.2% | -27.6% |
| 6M | -35.1% | +46.4% | -81.5% | -36.1% |
| YTD | -30.4% | +47.7% | -78.1% | -32.6% |
| 1Y | -14.0% | +56.8% | -70.8% | -16.9% |
| 3Y | +256.3% | +12.3% | +244.0% | +236.6% |
| All | +162.1% | -66.3% | +228.4% | +158.8% |
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