+635.0%
HLT vs UL
+113.5%
+521.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -2.6% | -4.1% | +1.5% | -1.4% |
| 30D | -2.6% | -1.2% | -1.4% | -2.3% |
| 3M | -9.4% | +6.0% | -15.4% | -11.2% |
| 6M | +2.7% | -5.5% | +8.2% | +3.9% |
| YTD | +6.8% | -3.3% | +10.1% | +7.1% |
| 1Y | +12.4% | -9.8% | +22.1% | +14.9% |
| 3Y | +100.2% | +20.1% | +80.0% | +86.2% |
| 5Y | +143.7% | +19.2% | +124.5% | +124.1% |
| 10Y | +584.9% | +65.4% | +519.4% | +449.5% |
| All | +635.0% | +113.5% | +521.5% | +429.9% |
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