+615.0%
F vs HL
+62.0%
+553.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.7% |
| 7D | +5.3% | +1.5% | +3.9% | +5.2% |
| 30D | +4.6% | +25.1% | -20.5% | +2.6% |
| 3M | -3.7% | +22.9% | -26.6% | -5.6% |
| 6M | +16.8% | -4.9% | +21.7% | +16.5% |
| YTD | +15.3% | +7.8% | +7.5% | +13.2% |
| 1Y | +31.0% | +133.9% | -102.9% | +20.1% |
| 3Y | +45.4% | +380.9% | -335.5% | +23.3% |
| 5Y | +54.7% | +230.2% | -175.5% | +32.4% |
| 10Y | +98.2% | +265.6% | -167.3% | +57.7% |
| All | +615.0% | +62.0% | +553.0% | +391.4% |
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