+255.0%
HL vs FIVE
+34.8%
+220.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +8.9% | -0.3% | +9.2% | +9.1% |
| 30D | -10.1% | +17.7% | -27.7% | -12.3% |
| 3M | -7.0% | +4.0% | -11.0% | -7.9% |
| 6M | -18.8% | +2.6% | -21.4% | -19.7% |
| YTD | -23.1% | +27.6% | -50.7% | -26.7% |
| 1Y | +8.9% | +59.9% | -51.1% | +0.2% |
| 3Y | +255.0% | +35.8% | +219.2% | +214.7% |
| All | +255.0% | +34.8% | +220.2% | +214.7% |
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