+192.1%
HL vs BIL
+30.4%
+161.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.9% |
| 30D | +25.1% | +0.3% | +24.7% | +26.8% |
| 3M | +22.9% | +0.9% | +22.0% | +28.1% |
| 6M | -4.9% | +1.8% | -6.7% | +2.9% |
| YTD | +7.8% | +2.4% | +5.4% | +19.6% |
| 1Y | +133.9% | +3.7% | +130.2% | +173.9% |
| 3Y | +380.9% | +14.2% | +366.7% | +766.6% |
| 5Y | +230.2% | +19.4% | +210.8% | +624.3% |
| 10Y | +265.6% | +25.2% | +240.4% | +871.6% |
| All | +192.1% | +30.4% | +161.7% | +653.0% |
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