+130.0%
HL vs FN
+700.1%
-570.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.3% | +5.4% | -0.1% |
| 7D | -11.1% | +0.3% | -11.4% | -11.3% |
| 30D | -12.1% | -16.5% | +4.5% | -9.2% |
| 3M | -26.1% | -42.1% | +16.0% | -17.3% |
| 6M | -37.7% | -52.9% | +15.1% | -27.8% |
| YTD | -31.7% | -28.0% | -3.7% | -30.0% |
| 1Y | -11.6% | -18.5% | +6.9% | -12.4% |
| 3Y | +249.6% | +93.9% | +155.8% | +157.9% |
| 5Y | +108.5% | +170.5% | -62.0% | +34.8% |
| All | +130.0% | +700.1% | -570.1% | +17.5% |
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