+270.9%
HL vs FRSH
-72.5%
+343.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -6.6% | +2.2% | -3.5% |
| 30D | +9.3% | +2.1% | +7.2% | +8.9% |
| 3M | +32.0% | +29.0% | +3.0% | +26.9% |
| 6M | -6.4% | +48.6% | -55.1% | -12.4% |
| YTD | +3.1% | -2.9% | +6.1% | +2.4% |
| 1Y | +77.6% | -7.9% | +85.5% | +77.2% |
| 3Y | +392.8% | -46.5% | +439.3% | +423.6% |
| All | +270.9% | -72.5% | +343.4% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling