+46.0%
F vs HL
+247.8%
-201.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -3.1% | -11.1% | +8.0% | -1.9% |
| 30D | 0.0% | -12.1% | +12.1% | +1.2% |
| 3M | -13.2% | -26.1% | +12.9% | -10.9% |
| 6M | -10.2% | -37.7% | +27.5% | -6.8% |
| YTD | -4.9% | -31.7% | +26.8% | -3.2% |
| 1Y | -6.1% | -11.6% | +5.6% | -6.9% |
| 3Y | +46.0% | +249.6% | -203.7% | +13.8% |
| All | +46.0% | +247.8% | -201.8% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling