+405.1%
HL vs FIVE
+868.1%
-463.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.5% |
| 7D | +1.5% | +4.3% | -2.8% | +0.5% |
| 30D | +25.1% | +12.5% | +12.5% | +21.8% |
| 3M | +22.9% | +31.2% | -8.3% | +15.9% |
| 6M | -4.9% | +14.4% | -19.3% | -8.4% |
| YTD | +7.8% | +33.9% | -26.1% | +0.6% |
| 1Y | +133.9% | +65.1% | +68.8% | +108.8% |
| 3Y | +380.9% | +49.0% | +331.9% | +316.5% |
| 5Y | +230.2% | +30.3% | +199.9% | +185.8% |
| 10Y | +265.6% | +481.1% | -215.5% | +139.9% |
| All | +405.1% | +868.1% | -463.0% | +211.0% |
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