-1.8%
HFRO price history and return analytics
+164.9%
-166.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | +0.1% | -0.1% | +0.3% | +0.2% |
| 30D | +1.7% | -0.7% | +2.3% | +1.9% |
| 3M | +7.5% | +4.0% | +3.5% | +5.3% |
| 6M | +29.0% | +12.3% | +16.7% | +21.7% |
| YTD | +29.5% | +14.0% | +15.5% | +21.4% |
| 1Y | +27.8% | +20.3% | +7.5% | +16.7% |
| 3Y | +15.9% | +75.4% | -59.5% | -10.9% |
| 5Y | +2.0% | +66.0% | -64.0% | -20.5% |
| All | -1.8% | +164.9% | -166.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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