-11.6%
HL vs FIX
+15.7%
-27.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -11.1% | +9.4% | -20.6% | -14.1% |
| 30D | -12.1% | -27.8% | +15.7% | -1.0% |
| 3M | -26.1% | -35.6% | +9.5% | -12.7% |
| 6M | -37.7% | -45.2% | +7.5% | -21.1% |
| YTD | -31.7% | +19.5% | -51.2% | -39.8% |
| 1Y | -11.6% | +24.2% | -35.9% | -24.1% |
| All | -11.6% | +15.7% | -27.4% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling