+242.6%
HL vs FIX
+5,976.4%
-5,733.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.8% |
| 7D | +7.1% | +6.1% | +1.0% | +5.1% |
| 30D | +21.4% | -2.7% | +24.1% | +22.2% |
| 3M | +37.4% | -10.9% | +48.4% | +41.1% |
| 6M | +0.4% | +29.0% | -28.6% | -7.9% |
| YTD | +6.7% | +76.9% | -70.2% | -10.4% |
| 1Y | +102.4% | +130.7% | -28.4% | +56.2% |
| 3Y | +417.4% | +790.7% | -373.3% | +147.2% |
| 5Y | +243.3% | +2,185.6% | -1,942.2% | +20.3% |
| 10Y | +242.6% | +5,993.3% | -5,750.7% | +0.3% |
| All | +242.6% | +5,976.4% | -5,733.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling