+249.6%
HL vs FGI
-16.0%
+265.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -25.2% | +23.3% | -1.8% |
| 7D | -11.1% | -14.4% | +3.3% | -11.1% |
| 30D | -12.1% | -11.8% | -0.3% | -12.1% |
| 3M | -26.1% | -46.2% | +20.1% | -25.9% |
| 6M | -37.7% | +5.2% | -42.9% | -38.1% |
| YTD | -31.7% | +10.5% | -42.2% | -32.9% |
| 1Y | -11.6% | +25.5% | -37.1% | -13.1% |
| 3Y | +249.6% | -16.0% | +265.6% | +250.0% |
| All | +249.6% | -16.0% | +265.6% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling