+25.7%
C vs HL
-15.4%
+41.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.2% |
| 7D | +4.2% | -11.1% | +15.3% | +5.6% |
| 30D | +2.0% | -12.1% | +14.1% | +3.4% |
| 3M | -10.1% | -26.1% | +16.0% | -7.4% |
| 6M | +1.0% | -37.7% | +38.7% | +4.6% |
| YTD | +8.5% | -31.7% | +40.2% | +9.9% |
| 1Y | +25.7% | -11.6% | +37.4% | +24.0% |
| All | +25.7% | -15.4% | +41.1% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling