-11.6%
HL vs FIVE
+62.4%
-74.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -11.1% | +2.7% | -13.8% | -11.6% |
| 30D | -12.1% | +12.7% | -24.7% | -13.9% |
| 3M | -26.1% | +2.1% | -28.2% | -26.8% |
| 6M | -37.7% | +17.5% | -55.2% | -40.7% |
| YTD | -31.7% | +31.0% | -62.7% | -37.0% |
| 1Y | -11.6% | +67.7% | -79.4% | -22.9% |
| All | -11.6% | +62.4% | -74.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling