+249.1%
HL vs FIVE
+873.2%
-624.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +8.2% | +7.3% | +0.8% | +6.8% |
| 30D | -16.3% | +18.1% | -34.3% | -19.0% |
| 3M | -18.6% | +7.7% | -26.3% | -20.0% |
| 6M | -23.2% | +13.6% | -36.8% | -25.9% |
| YTD | -25.5% | +34.6% | -60.1% | -30.6% |
| 1Y | -4.8% | +66.2% | -71.0% | -15.0% |
| 3Y | +281.4% | +43.5% | +237.9% | +232.9% |
| 5Y | +137.8% | +20.7% | +117.2% | +109.1% |
| 10Y | +135.5% | +541.5% | -406.0% | +53.0% |
| All | +249.1% | +873.2% | -624.1% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling