+508.4%
F vs HL
+15.5%
+492.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +1.6% | +8.9% | -7.4% | +0.8% |
| 30D | +2.6% | -10.1% | +12.7% | +3.4% |
| 3M | -8.8% | -7.0% | -1.8% | -8.6% |
| 6M | +4.6% | -18.8% | +23.4% | +5.6% |
| YTD | -1.9% | -23.1% | +21.2% | -1.3% |
| 1Y | -0.8% | +8.9% | -9.6% | -3.0% |
| 3Y | +43.5% | +255.0% | -211.5% | +24.6% |
| 5Y | -12.1% | +151.5% | -163.5% | -23.0% |
| 10Y | +83.6% | +138.4% | -54.7% | +50.9% |
| All | +508.4% | +15.5% | +492.9% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling