+144.6%
HL vs FIX
+3,814.3%
-3,669.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.2% | -2.7% |
| 7D | -5.6% | +6.4% | -12.0% | -7.6% |
| 30D | -16.2% | -29.1% | +12.9% | -8.1% |
| 3M | -20.5% | -31.1% | +10.7% | -12.4% |
| 6M | -31.7% | -42.8% | +11.1% | -20.7% |
| YTD | -26.4% | +24.6% | -51.0% | -32.6% |
| 1Y | -4.3% | +21.9% | -26.3% | -12.1% |
| 3Y | +276.9% | +524.9% | -248.1% | +93.6% |
| 5Y | +124.1% | +1,092.2% | -968.2% | -8.9% |
| 10Y | +144.6% | +3,759.0% | -3,614.4% | -25.0% |
| All | +144.6% | +3,814.3% | -3,669.6% | -25.0% |
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