+130.0%
HL vs RF
+223.4%
-93.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | -11.1% | +1.9% | -13.1% | -11.7% |
| 30D | -12.1% | +7.3% | -19.4% | -14.0% |
| 3M | -26.1% | -7.9% | -18.2% | -24.1% |
| 6M | -37.7% | +10.5% | -48.3% | -39.9% |
| YTD | -31.7% | +9.6% | -41.3% | -34.1% |
| 1Y | -11.6% | +20.3% | -31.9% | -17.2% |
| 3Y | +249.6% | +119.5% | +130.1% | +161.8% |
| 5Y | +108.5% | +48.2% | +60.3% | +72.2% |
| All | +130.0% | +223.4% | -93.4% | +56.1% |
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