+77.6%
HL vs AFL
+9.8%
+67.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -0.5% |
| 7D | -4.4% | -1.6% | -2.7% | -5.9% |
| 30D | +9.3% | -4.0% | +13.3% | +5.2% |
| 3M | +32.0% | -0.5% | +32.5% | +30.4% |
| 6M | -6.4% | +6.5% | -13.0% | -3.4% |
| YTD | +3.1% | +6.2% | -3.0% | +7.1% |
| 1Y | +77.6% | +8.3% | +69.3% | +87.6% |
| All | +77.6% | +9.8% | +67.8% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling