+284.2%
HL vs RF
+334.5%
-50.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +18.8% | -4.0% | +22.9% | +20.2% |
| 3M | +43.7% | +5.6% | +38.2% | +40.8% |
| 6M | -1.0% | +13.1% | -14.1% | -5.4% |
| YTD | +8.7% | +13.6% | -4.8% | +3.7% |
| 1Y | +105.0% | +16.0% | +89.0% | +93.7% |
| 3Y | +427.3% | +90.2% | +337.1% | +314.3% |
| 5Y | +249.3% | +87.0% | +162.3% | +168.3% |
| 10Y | +284.2% | +338.5% | -54.3% | +135.5% |
| All | +284.2% | +334.5% | -50.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling