+175.2%
HL vs FN
+2,887.5%
-2,712.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | -0.4% |
| 7D | +8.9% | 0.0% | +9.0% | +8.0% |
| 30D | -10.1% | -34.3% | +24.2% | -2.7% |
| 3M | -7.0% | -39.9% | +32.8% | +1.4% |
| 6M | -18.8% | -51.8% | +33.1% | -8.3% |
| YTD | -23.1% | -28.1% | +5.0% | -21.2% |
| 1Y | +8.9% | -29.1% | +38.0% | +11.7% |
| 3Y | +255.0% | +102.4% | +152.6% | +178.3% |
| 5Y | +151.5% | +171.7% | -20.2% | +80.7% |
| 10Y | +138.4% | +773.5% | -635.1% | +35.1% |
| All | +175.2% | +2,887.5% | -2,712.3% | +20.1% |
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