+248.6%
HD vs UL
+109.3%
+139.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.0% |
| 30D | +18.0% | +4.5% | +13.5% | +15.8% |
| 3M | +2.8% | +6.5% | -3.7% | +0.1% |
| 6M | +17.0% | +18.2% | -1.2% | +8.8% |
| YTD | +3.5% | +4.7% | -1.1% | +1.2% |
| 1Y | -2.6% | +0.8% | -3.4% | -3.4% |
| 3Y | +30.7% | +35.9% | -5.2% | +12.9% |
| 5Y | +6.2% | +33.4% | -27.2% | -9.4% |
| All | +248.6% | +109.3% | +139.2% | +176.0% |
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