+238.2%
HL vs USFR
+20.4%
+217.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -3.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.4% |
| 30D | +12.7% | +0.3% | +12.4% | +13.9% |
| 3M | +42.5% | +1.0% | +41.6% | +47.0% |
| 6M | -9.0% | +1.9% | -10.9% | -4.1% |
| YTD | +4.4% | +2.7% | +1.7% | +11.6% |
| 1Y | +82.7% | +4.0% | +78.7% | +102.5% |
| 3Y | +406.3% | +14.1% | +392.2% | +682.8% |
| 5Y | +238.2% | +20.5% | +217.7% | +422.4% |
| All | +238.2% | +20.4% | +217.7% | +422.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling