+31,139.8%
HD vs UL
+2,661.1%
+28,478.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | -1.3% | -0.7% | -1.5% |
| 30D | -8.4% | +0.5% | -8.9% | -8.6% |
| 3M | +4.3% | +17.6% | -13.3% | -2.2% |
| 6M | -11.1% | -5.4% | -5.8% | -9.4% |
| YTD | -4.7% | +0.7% | -5.4% | -5.2% |
| 1Y | -19.8% | -9.3% | -10.6% | -17.1% |
| 3Y | +4.1% | +24.5% | -20.4% | -5.6% |
| 5Y | +10.3% | +23.2% | -12.9% | -1.3% |
| 10Y | +203.2% | +64.5% | +138.7% | +139.2% |
| All | +31,139.8% | +2,661.1% | +28,478.7% | +7,914.5% |
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