+74.3%
F vs HL
+110.9%
-36.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.5% | +0.2% |
| 7D | +1.0% | +8.2% | -7.2% | -0.1% |
| 30D | +2.1% | -16.3% | +18.4% | +4.1% |
| 3M | -10.3% | -18.6% | +8.3% | -8.4% |
| 6M | +3.3% | -23.2% | +26.4% | +5.4% |
| YTD | -2.0% | -25.5% | +23.5% | -0.9% |
| 1Y | -2.3% | -4.8% | +2.5% | -4.5% |
| 3Y | +49.9% | +281.4% | -231.5% | +16.5% |
| 5Y | -12.5% | +137.8% | -150.3% | -30.2% |
| 10Y | +74.3% | +135.5% | -61.2% | +16.2% |
| All | +74.3% | +110.9% | -36.6% | +16.2% |
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