Academic research project. Hypothetical walk-forward performance — no foreknowledge, not a live track record. Not investment advice, not FCA-authorised, capital at risk.
My Estate by Portfolio Lab

Portfolio Factsheet

FTSE 100 Anchor

Takes the FTSE 100 as the core holding and adds up to ten assets that tend to move differently from UK large-cap, to smooth the ride. Steadier holdings get more weight, the whole portfolio is held to a volatility budget, and it rebalances monthly. Shown out-of-sample throughout (no foreknowledge at any rebalance).

Inception: January 2019

Benchmark:

Last updated: July 2026

Final Value

£28,281

vs benchmark: £30,783

Annual Return

4.53%

vs benchmark: 5.67%

Volatility

9.7%

vs benchmark: 15.6%

Max Drawdown

-26.6%

vs benchmark: -35.1%

Equity Curve

HL Retail ISA is shown net of all costs and is genuinely tax-free. IB Pro is shown net of dealing/spread/FX costs but gross of UK tax — a higher-rate taxpayer would face dividend tax, CGT and interest tax that add ~80-150 bps/yr of further drag. See Methodology for full details.

Product B — FTSE 100 Anchor — portfolio versus benchmark equity curve

Monthly Returns

Year JanFebMarAprMayJun JulAugSepOctNovDec Total

Performance Metrics

Metric HL ISA IB Pro Benchmark

Drawdown

Allocation over time

HL ISA (UCITS only)