-15.8%
F vs HL
+145.7%
-161.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.0% |
| 7D | +1.6% | +8.9% | -7.4% | +0.4% |
| 30D | +2.6% | -10.1% | +12.7% | +3.8% |
| 3M | -8.8% | -7.0% | -1.8% | -8.4% |
| 6M | +4.6% | -18.8% | +23.4% | +6.1% |
| YTD | -1.9% | -23.1% | +21.2% | -1.2% |
| 1Y | -0.8% | +8.9% | -9.6% | -4.9% |
| 3Y | +43.5% | +255.0% | -211.5% | +8.6% |
| All | -15.8% | +145.7% | -161.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling