+244.2%
HL vs FIX
+2,061.9%
-1,817.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.1% |
| 7D | +1.5% | +6.0% | -4.6% | -0.5% |
| 30D | +25.1% | -7.2% | +32.3% | +27.8% |
| 3M | +22.9% | -15.9% | +38.7% | +28.7% |
| 6M | -4.9% | +12.7% | -17.6% | -9.2% |
| YTD | +7.8% | +72.8% | -65.0% | -8.3% |
| 1Y | +133.9% | +122.9% | +11.0% | +84.2% |
| 3Y | +380.9% | +774.3% | -393.4% | +128.1% |
| All | +244.2% | +2,061.9% | -1,817.7% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling