+34,289.6%
HD vs UL
+2,764.7%
+31,524.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +21.6% | +7.0% | +14.6% | +18.5% |
| 3M | +0.1% | +5.8% | -5.7% | -2.0% |
| 6M | +13.0% | +16.1% | -3.1% | +6.6% |
| YTD | +4.9% | +4.5% | +0.5% | +2.9% |
| 1Y | -2.1% | -1.3% | -0.8% | -1.9% |
| 3Y | +32.6% | +35.0% | -2.4% | +16.7% |
| 5Y | +8.2% | +31.9% | -23.7% | -5.6% |
| 10Y | +257.9% | +99.3% | +158.6% | +162.9% |
| All | +34,289.6% | +2,764.7% | +31,524.8% | +8,604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling