+134.4%
HL vs FIX
+3,612.7%
-3,478.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.6% |
| 7D | -7.6% | +16.9% | -24.5% | -12.0% |
| 30D | -17.5% | -30.6% | +13.2% | -8.9% |
| 3M | -26.2% | -35.1% | +8.9% | -17.2% |
| 6M | -35.1% | -44.0% | +8.9% | -24.2% |
| YTD | -30.4% | +21.0% | -51.4% | -35.7% |
| 1Y | -14.0% | +16.2% | -30.1% | -19.8% |
| 3Y | +256.3% | +506.9% | -250.6% | +84.7% |
| 5Y | +112.5% | +1,051.1% | -938.6% | -12.6% |
| All | +134.4% | +3,612.7% | -3,478.3% | -27.6% |
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