+417.4%
HL vs FIVE
+59.0%
+358.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +7.1% | +3.7% | +3.4% | +6.4% |
| 30D | +21.4% | +4.0% | +17.5% | +20.4% |
| 3M | +37.4% | +36.2% | +1.2% | +30.0% |
| 6M | +0.4% | +18.0% | -17.6% | -3.1% |
| YTD | +6.7% | +34.9% | -28.2% | +0.8% |
| 1Y | +102.4% | +67.9% | +34.4% | +84.1% |
| 3Y | +417.4% | +57.3% | +360.1% | +351.2% |
| All | +417.4% | +59.0% | +358.4% | +351.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling