+135.5%
HL vs FIX
+3,723.8%
-3,588.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.1% |
| 7D | +8.2% | -13.9% | +22.1% | +11.9% |
| 30D | -16.3% | -35.5% | +19.3% | -5.4% |
| 3M | -18.6% | -33.9% | +15.4% | -9.2% |
| 6M | -23.2% | -43.3% | +20.1% | -10.5% |
| YTD | -25.5% | +18.7% | -44.2% | -30.7% |
| 1Y | -4.8% | +13.8% | -18.5% | -10.6% |
| 3Y | +281.4% | +495.0% | -213.5% | +99.4% |
| 5Y | +137.8% | +1,049.0% | -911.2% | -1.8% |
| 10Y | +135.5% | +3,644.4% | -3,508.9% | -25.4% |
| All | +135.5% | +3,723.8% | -3,588.4% | -25.4% |
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