+25.0%
HL vs IFF
+44.8%
-19.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.9% | +18.1% | +14.8% |
| 7D | +0.2% | -3.3% | +3.5% | +0.9% |
| 30D | -12.1% | +5.3% | -17.4% | -15.1% |
| 3M | -2.8% | +8.9% | -11.7% | -7.3% |
| 6M | -14.9% | +26.3% | -41.3% | -23.9% |
| YTD | -22.0% | +32.2% | -54.2% | -28.6% |
| 1Y | +25.0% | +45.8% | -20.7% | +18.0% |
| All | +25.0% | +44.8% | -19.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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