+149.4%
HL vs FN
+170.4%
-21.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | -0.6% |
| 7D | +8.9% | 0.0% | +9.0% | +7.9% |
| 30D | -10.1% | -34.3% | +24.2% | -2.0% |
| 3M | -7.0% | -39.9% | +32.8% | +2.3% |
| 6M | -18.8% | -51.8% | +33.1% | -7.2% |
| YTD | -23.1% | -28.1% | +5.0% | -20.9% |
| 1Y | +8.9% | -29.1% | +38.0% | +11.9% |
| 3Y | +255.0% | +102.4% | +152.6% | +167.1% |
| All | +149.4% | +170.4% | -21.0% | +50.0% |
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 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