-4.8%
HL vs FN
-24.2%
+19.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -6.1% |
| 7D | +8.2% | -4.1% | +12.3% | +8.7% |
| 30D | -16.3% | -28.3% | +12.0% | -9.6% |
| 3M | -18.6% | -33.9% | +15.3% | -11.0% |
| 6M | -23.2% | -43.9% | +20.7% | -13.6% |
| YTD | -25.5% | -23.4% | -2.0% | -25.7% |
| 1Y | -4.8% | -25.4% | +20.6% | -4.5% |
| All | -4.8% | -24.2% | +19.5% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling