-37.7%
HL vs UL
+18.1%
-55.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -1.5% |
| 7D | -11.1% | +1.1% | -12.2% | -10.8% |
| 30D | -12.1% | +4.5% | -16.6% | -10.5% |
| 3M | -26.1% | +6.5% | -32.6% | -24.1% |
| 6M | -37.7% | +18.2% | -55.9% | -27.7% |
| All | -37.7% | +18.1% | -55.8% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling