-4.8%
HL vs FIX
+13.3%
-18.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.0% |
| 7D | +8.2% | -13.9% | +22.1% | +12.7% |
| 30D | -16.3% | -35.5% | +19.3% | -0.2% |
| 3M | -18.6% | -33.9% | +15.4% | -4.9% |
| 6M | -23.2% | -43.3% | +20.1% | -4.2% |
| YTD | -25.5% | +18.7% | -44.2% | -35.7% |
| 1Y | -4.8% | +13.8% | -18.5% | -16.5% |
| All | -4.8% | +13.3% | -18.1% | -16.5% |
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