+166.8%
HL vs FN
+3,082.8%
-2,916.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -6.3% |
| 7D | +8.2% | -4.1% | +12.3% | +8.6% |
| 30D | -16.3% | -28.3% | +12.0% | -11.1% |
| 3M | -18.6% | -33.9% | +15.3% | -12.8% |
| 6M | -23.2% | -43.9% | +20.7% | -15.9% |
| YTD | -25.5% | -23.4% | -2.0% | -24.6% |
| 1Y | -4.8% | -25.4% | +20.6% | -3.4% |
| 3Y | +281.4% | +107.9% | +173.5% | +197.5% |
| 5Y | +137.8% | +195.1% | -57.2% | +68.0% |
| 10Y | +135.5% | +794.1% | -658.6% | +32.4% |
| All | +166.8% | +3,082.8% | -2,916.0% | +14.9% |
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