+256.9%
HL vs UL
+66.7%
+190.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -4.4% | -3.4% | -1.0% | -2.7% |
| 30D | +9.3% | +0.5% | +8.8% | +9.0% |
| 3M | +32.0% | +7.2% | +24.7% | +26.2% |
| 6M | -6.4% | -3.1% | -3.4% | -6.1% |
| YTD | +3.1% | -2.7% | +5.9% | +3.4% |
| 1Y | +77.6% | -10.2% | +87.8% | +85.5% |
| 3Y | +392.8% | +20.3% | +372.6% | +329.9% |
| 5Y | +234.1% | +19.9% | +214.2% | +186.4% |
| All | +256.9% | +66.7% | +190.2% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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