+112.5%
HL vs FN
+194.5%
-82.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.3% | -4.5% |
| 7D | -7.6% | +20.8% | -28.4% | -11.6% |
| 30D | -17.5% | -17.3% | -0.2% | -14.6% |
| 3M | -26.2% | -38.1% | +11.9% | -19.2% |
| 6M | -35.1% | -44.2% | +9.2% | -28.3% |
| YTD | -30.4% | -22.3% | -8.1% | -29.7% |
| 1Y | -14.0% | -20.9% | +7.0% | -13.7% |
| 3Y | +256.3% | +111.1% | +145.3% | +166.2% |
| 5Y | +112.5% | +191.8% | -79.3% | +24.7% |
| All | +112.5% | +194.5% | -82.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling