+307.6%
HL vs AGG
+96.1%
+211.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.1% |
| 7D | -5.6% | -0.9% | -4.7% | -4.4% |
| 30D | +12.7% | -1.0% | +13.7% | +14.4% |
| 3M | +42.5% | -1.3% | +43.8% | +45.5% |
| 6M | -9.0% | -2.1% | -6.9% | -5.7% |
| YTD | +4.4% | -1.2% | +5.6% | +6.9% |
| 1Y | +82.7% | -0.5% | +83.2% | +85.4% |
| 3Y | +406.3% | +12.4% | +393.9% | +339.8% |
| 5Y | +238.2% | -2.4% | +240.6% | +243.2% |
| 10Y | +268.9% | +14.3% | +254.6% | +239.7% |
| All | +307.6% | +96.1% | +211.5% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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