+392.8%
HL vs USFR
+14.1%
+378.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -0.9% |
| 7D | -4.4% | +0.1% | -4.5% | -3.8% |
| 30D | +9.3% | +0.4% | +8.9% | +10.9% |
| 3M | +32.0% | +1.0% | +30.9% | +37.6% |
| 6M | -6.4% | +2.0% | -8.4% | -0.6% |
| YTD | +3.1% | +2.8% | +0.4% | +11.1% |
| 1Y | +77.6% | +4.1% | +73.5% | +99.4% |
| 3Y | +392.8% | +14.1% | +378.7% | +701.5% |
| All | +392.8% | +14.1% | +378.7% | +701.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling