+47.6%
F vs HL
+407.7%
-360.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.7% |
| 7D | +5.3% | +1.5% | +3.9% | +5.1% |
| 30D | +4.6% | +25.1% | -20.5% | +2.2% |
| 3M | -3.7% | +22.9% | -26.6% | -6.0% |
| 6M | +16.8% | -4.9% | +21.7% | +16.2% |
| YTD | +15.3% | +7.8% | +7.5% | +12.5% |
| 1Y | +31.0% | +133.9% | -102.9% | +17.4% |
| All | +47.6% | +407.7% | -360.1% | +12.7% |
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