+130.0%
HL vs BIL
+26.1%
+103.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.7% |
| 7D | -11.1% | +0.1% | -11.2% | -10.7% |
| 30D | -12.1% | +0.3% | -12.4% | -10.4% |
| 3M | -26.1% | +1.0% | -27.1% | -22.0% |
| 6M | -37.7% | +1.9% | -39.6% | -30.8% |
| YTD | -31.7% | +3.2% | -34.9% | -19.4% |
| 1Y | -11.6% | +3.7% | -15.3% | +7.2% |
| 3Y | +249.6% | +13.8% | +235.8% | +635.2% |
| 5Y | +108.5% | +20.3% | +88.2% | +489.2% |
| All | +130.0% | +26.1% | +103.9% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling