+132.6%
HL vs RF
+279.4%
-146.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +8.9% | -0.9% | +9.9% | +9.3% |
| 30D | -10.1% | +6.0% | -16.1% | -11.7% |
| 3M | -7.0% | -8.9% | +1.9% | -4.3% |
| 6M | -18.8% | +2.3% | -21.1% | -19.7% |
| YTD | -23.1% | +7.6% | -30.7% | -25.3% |
| 1Y | +8.9% | +21.2% | -12.3% | +2.0% |
| 3Y | +255.0% | +108.5% | +146.5% | +172.8% |
| 5Y | +151.5% | +43.2% | +108.2% | +111.3% |
| All | +132.6% | +279.4% | -146.8% | +94.3% |
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