+286.1%
HL vs FN
+3,620.5%
-3,334.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.1% |
| 7D | +1.5% | -1.7% | +3.2% | +1.8% |
| 30D | +25.1% | -22.0% | +47.0% | +30.7% |
| 3M | +22.9% | -43.0% | +65.9% | +36.3% |
| 6M | -4.9% | -27.7% | +22.8% | -0.7% |
| YTD | +7.8% | -10.5% | +18.3% | +6.9% |
| 1Y | +133.9% | +12.5% | +121.4% | +120.3% |
| 3Y | +380.9% | +153.8% | +227.1% | +263.2% |
| 5Y | +230.2% | +288.0% | -57.8% | +122.6% |
| 10Y | +265.6% | +906.4% | -640.9% | +102.5% |
| All | +286.1% | +3,620.5% | -3,334.4% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling