+88.6%
HL vs BIL
+31.3%
+57.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.6% | +0.1% | -7.7% | -7.3% |
| 30D | -17.5% | +0.3% | -17.8% | -16.3% |
| 3M | -26.2% | +0.9% | -27.2% | -23.2% |
| 6M | -35.1% | +1.8% | -36.9% | -29.7% |
| YTD | -30.4% | +3.1% | -33.5% | -20.4% |
| 1Y | -14.0% | +3.7% | -17.6% | +0.6% |
| 3Y | +256.3% | +13.8% | +242.5% | +531.7% |
| 5Y | +112.5% | +20.2% | +92.3% | +380.4% |
| 10Y | +131.3% | +26.1% | +105.1% | +535.1% |
| All | +88.6% | +31.3% | +57.3% | +400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling