+57.4%
HL vs UL
+2,632.7%
-2,575.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.6% |
| 7D | +7.1% | -1.3% | +8.4% | +7.6% |
| 30D | +21.4% | +0.9% | +20.5% | +20.9% |
| 3M | +37.4% | +14.2% | +23.2% | +29.0% |
| 6M | +0.4% | -3.2% | +3.6% | +0.6% |
| YTD | +6.7% | -0.3% | +7.0% | +5.6% |
| 1Y | +102.4% | -8.8% | +111.1% | +107.6% |
| 3Y | +417.4% | +23.9% | +393.6% | +362.7% |
| 5Y | +243.3% | +21.4% | +222.0% | +206.3% |
| 10Y | +242.6% | +66.7% | +175.9% | +167.8% |
| All | +57.4% | +2,632.7% | -2,575.3% | -5.5% |
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