+205.0%
HD vs UL
+65.6%
+139.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | -11.1% | +0.9% | -12.1% | -11.5% |
| 3M | +2.0% | +14.2% | -12.2% | -3.7% |
| 6M | -10.5% | -3.2% | -7.3% | -9.5% |
| YTD | -6.9% | -0.3% | -6.5% | -7.1% |
| 1Y | -23.2% | -8.8% | -14.4% | -20.6% |
| 3Y | +3.1% | +23.9% | -20.8% | -7.4% |
| 5Y | +7.4% | +21.4% | -14.0% | -4.3% |
| 10Y | +205.0% | +66.7% | +138.3% | +160.6% |
| All | +205.0% | +65.6% | +139.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling