+0.8%
HL vs UL
+2,770.2%
-2,769.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.3% |
| 7D | -11.1% | +1.1% | -12.2% | -11.5% |
| 30D | -12.1% | +4.5% | -16.6% | -13.8% |
| 3M | -26.1% | +6.5% | -32.6% | -28.3% |
| 6M | -37.7% | +18.2% | -55.9% | -42.7% |
| YTD | -31.7% | +4.7% | -36.4% | -34.0% |
| 1Y | -11.6% | +0.8% | -12.4% | -13.1% |
| 3Y | +249.6% | +35.9% | +213.8% | +199.7% |
| 5Y | +108.5% | +33.4% | +75.1% | +78.2% |
| 10Y | +127.0% | +106.9% | +20.1% | +62.2% |
| All | +0.8% | +2,770.2% | -2,769.4% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling