-2.1%
HL vs FPS
+19.2%
-21.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +3.3% |
| 7D | +0.4% | +5.3% | -5.0% | -1.6% |
| 30D | +18.8% | -17.6% | +36.4% | +26.6% |
| 3M | +43.7% | -45.8% | +89.5% | +75.1% |
| 6M | -1.0% | -10.1% | +9.1% | -5.5% |
| All | -2.1% | +19.2% | -21.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling