+122.4%
HL vs RF
+277.2%
-154.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.4% | +3.8% |
| 7D | +13.8% | -0.1% | +13.9% | +14.0% |
| 30D | -9.7% | +7.0% | -16.8% | -11.6% |
| 3M | -8.5% | -7.0% | -1.5% | -6.5% |
| 6M | -17.2% | +6.8% | -23.9% | -19.2% |
| YTD | -19.6% | +9.9% | -29.6% | -22.5% |
| 1Y | +11.1% | +21.1% | -10.0% | +4.1% |
| 3Y | +299.7% | +119.6% | +180.1% | +201.9% |
| 5Y | +156.5% | +46.2% | +110.3% | +114.0% |
| 10Y | +122.4% | +261.5% | -139.1% | +80.4% |
| All | +122.4% | +277.2% | -154.8% | +80.4% |
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