+102.4%
HL vs FIX
+132.0%
-29.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -2.1% |
| 7D | +7.1% | +6.1% | +1.0% | +4.2% |
| 30D | +21.4% | -2.7% | +24.1% | +22.4% |
| 3M | +37.4% | -10.9% | +48.4% | +41.9% |
| 6M | +0.4% | +29.0% | -28.6% | -12.6% |
| YTD | +6.7% | +76.9% | -70.2% | -15.2% |
| 1Y | +102.4% | +130.7% | -28.4% | +40.6% |
| All | +102.4% | +132.0% | -29.6% | +40.6% |
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 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