+242.6%
HL vs FN
+882.3%
-639.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +7.1% | +3.5% | +3.5% | +6.1% |
| 30D | +21.4% | -26.0% | +47.4% | +29.7% |
| 3M | +37.4% | -33.3% | +70.7% | +49.2% |
| 6M | +0.4% | -14.9% | +15.3% | +1.5% |
| YTD | +6.7% | -8.6% | +15.2% | +4.6% |
| 1Y | +102.4% | +12.3% | +90.0% | +87.2% |
| 3Y | +417.4% | +174.4% | +243.0% | +251.5% |
| 5Y | +243.3% | +296.4% | -53.1% | +101.7% |
| 10Y | +242.6% | +890.0% | -647.5% | +54.3% |
| All | +242.6% | +882.3% | -639.8% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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