+276.9%
HL vs FN
+121.0%
+155.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -2.5% |
| 7D | -5.6% | +8.0% | -13.6% | -7.5% |
| 30D | -16.2% | -19.1% | +3.0% | -12.9% |
| 3M | -20.5% | -29.8% | +9.3% | -15.5% |
| 6M | -31.7% | -43.2% | +11.5% | -24.9% |
| YTD | -26.4% | -18.9% | -7.4% | -26.0% |
| 1Y | -4.3% | -17.9% | +13.6% | -4.4% |
| All | +276.9% | +121.0% | +155.9% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling