+632.9%
HL vs IEF
+128.5%
+504.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +18.8% | -0.6% | +19.4% | +19.0% |
| 3M | +43.7% | -1.0% | +44.7% | +44.1% |
| 6M | -1.0% | -3.1% | +2.0% | -0.4% |
| YTD | +8.7% | -1.9% | +10.6% | +9.2% |
| 1Y | +105.0% | -1.4% | +106.4% | +105.8% |
| 3Y | +427.3% | +9.8% | +417.5% | +421.6% |
| 5Y | +249.3% | -8.8% | +258.1% | +232.9% |
| 10Y | +284.2% | +4.7% | +279.5% | +272.5% |
| All | +632.9% | +128.5% | +504.4% | +608.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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