+54.0%
HL vs IFF
+830.6%
-776.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.6% | -2.8% | -2.8% | -4.6% |
| 30D | +12.7% | -1.1% | +13.9% | +13.3% |
| 3M | +42.5% | +13.8% | +28.7% | +35.6% |
| 6M | -9.0% | +16.7% | -25.7% | -14.6% |
| YTD | +4.4% | +26.1% | -21.7% | -5.0% |
| 1Y | +82.7% | +33.5% | +49.2% | +61.7% |
| 3Y | +406.3% | +31.6% | +374.7% | +345.6% |
| 5Y | +238.2% | -34.9% | +273.0% | +275.4% |
| 10Y | +268.9% | -20.3% | +289.2% | +269.3% |
| All | +54.0% | +830.6% | -776.5% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling