+310.4%
HL vs FIX
+12,471.5%
-12,161.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +1.5% | +6.0% | -4.6% | +0.1% |
| 30D | +25.1% | -7.2% | +32.3% | +27.0% |
| 3M | +22.9% | -15.9% | +38.7% | +27.1% |
| 6M | -4.9% | +12.7% | -17.6% | -7.9% |
| YTD | +7.8% | +72.8% | -65.0% | -4.6% |
| 1Y | +133.9% | +122.9% | +11.0% | +94.8% |
| 3Y | +380.9% | +774.3% | -393.4% | +186.3% |
| 5Y | +230.2% | +2,049.5% | -1,819.3% | +60.7% |
| 10Y | +265.6% | +5,821.5% | -5,555.9% | +39.4% |
| All | +310.4% | +12,471.5% | -12,161.1% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling