+54.0%
HL vs AFL
+18,431.1%
-18,377.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -5.6% | -3.3% | -2.3% | -4.7% |
| 30D | +12.7% | -5.0% | +17.7% | +14.1% |
| 3M | +42.5% | -1.8% | +44.3% | +42.5% |
| 6M | -9.0% | +4.8% | -13.8% | -10.9% |
| YTD | +4.4% | +5.4% | -1.0% | +1.7% |
| 1Y | +82.7% | +9.0% | +73.7% | +76.0% |
| 3Y | +406.3% | +63.0% | +343.2% | +332.2% |
| 5Y | +238.2% | +134.5% | +103.7% | +160.9% |
| 10Y | +268.9% | +298.6% | -29.7% | +144.8% |
| All | +54.0% | +18,431.1% | -18,377.1% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling