+124.1%
HL vs BIL
+19.8%
+104.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -5.6% | +0.1% | -5.6% | -5.1% |
| 30D | -16.2% | 0.0% | -16.2% | -15.8% |
| 3M | -20.5% | +0.6% | -21.1% | -16.3% |
| 6M | -31.7% | +1.5% | -33.2% | -23.2% |
| YTD | -26.4% | +2.8% | -29.2% | -10.5% |
| 1Y | -4.3% | +3.3% | -7.7% | +20.7% |
| 3Y | +276.9% | +13.4% | +263.4% | +666.1% |
| 5Y | +124.1% | +19.8% | +104.2% | +314.1% |
| All | +124.1% | +19.8% | +104.2% | +314.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling