+506.4%
F vs HL
+10.6%
+495.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -2.1% | -5.6% | +3.4% | -1.7% |
| 30D | +3.3% | -16.2% | +19.5% | +4.6% |
| 3M | -11.3% | -20.5% | +9.2% | -10.0% |
| 6M | +5.3% | -31.7% | +37.0% | +7.8% |
| YTD | -2.2% | -26.4% | +24.2% | -1.3% |
| 1Y | -3.5% | -4.3% | +0.8% | -4.8% |
| 3Y | +49.5% | +276.9% | -227.3% | +29.2% |
| 5Y | -13.5% | +124.1% | -137.6% | -23.7% |
| 10Y | +69.0% | +144.6% | -75.6% | +38.9% |
| All | +506.4% | +10.6% | +495.8% | +328.6% |
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