+238.2%
HL vs UL
+18.7%
+219.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -5.6% | -4.1% | -1.5% | -4.2% |
| 30D | +12.7% | -1.2% | +13.9% | +13.2% |
| 3M | +42.5% | +6.0% | +36.5% | +38.4% |
| 6M | -9.0% | -5.5% | -3.5% | -7.1% |
| YTD | +4.4% | -3.3% | +7.7% | +5.7% |
| 1Y | +82.7% | -9.8% | +92.5% | +90.2% |
| 3Y | +406.3% | +20.1% | +386.1% | +353.4% |
| 5Y | +238.2% | +19.2% | +219.0% | +180.4% |
| All | +238.2% | +18.7% | +219.5% | +180.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling