+67.3%
F vs HL
+132.4%
-65.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -3.1% | -11.1% | +8.0% | -1.7% |
| 30D | 0.0% | -12.1% | +12.1% | +1.5% |
| 3M | -13.2% | -26.1% | +12.9% | -10.3% |
| 6M | -10.2% | -37.7% | +27.5% | -5.8% |
| YTD | -4.9% | -31.7% | +26.8% | -2.8% |
| 1Y | -6.1% | -11.6% | +5.6% | -7.3% |
| 3Y | +46.0% | +249.6% | -203.7% | +14.6% |
| 5Y | -15.7% | +108.5% | -124.2% | -31.7% |
| All | +67.3% | +132.4% | -65.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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