-18.8%
HL vs FIX
-49.0%
+30.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.5% |
| 7D | +8.9% | -17.5% | +26.4% | +12.6% |
| 30D | -10.1% | -41.6% | +31.5% | +7.5% |
| 3M | -7.0% | -40.6% | +33.5% | +10.0% |
| 6M | -18.8% | -49.4% | +30.6% | +3.1% |
| All | -18.8% | -49.0% | +30.2% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling