+595.1%
HL vs USFR
+27.6%
+567.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +7.1% | +0.1% | +7.0% | +7.1% |
| 30D | +21.4% | +0.3% | +21.1% | +21.5% |
| 3M | +37.4% | +1.0% | +36.5% | +37.8% |
| 6M | +0.4% | +1.9% | -1.5% | +0.8% |
| YTD | +6.7% | +2.7% | +4.0% | +7.3% |
| 1Y | +102.4% | +4.0% | +98.3% | +104.1% |
| 3Y | +417.4% | +14.0% | +403.4% | +434.9% |
| 5Y | +243.3% | +20.4% | +222.9% | +258.0% |
| 10Y | +242.6% | +28.1% | +214.5% | +264.5% |
| All | +595.1% | +27.6% | +567.5% | +607.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling