+306.0%
HL vs FGI
-70.4%
+376.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.0% | -2.6% |
| 7D | +1.5% | +0.5% | +0.9% | +1.5% |
| 30D | +25.1% | +65.4% | -40.3% | +22.9% |
| 3M | +22.9% | +23.5% | -0.6% | +21.3% |
| 6M | -4.9% | +60.5% | -65.4% | -8.1% |
| YTD | +7.8% | +30.0% | -22.2% | +4.6% |
| 1Y | +133.9% | +82.1% | +51.8% | +123.6% |
| 3Y | +380.9% | -4.4% | +385.3% | +356.2% |
| All | +306.0% | -70.4% | +376.4% | +301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling