+112.5%
HL vs A
+12.3%
+100.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.4% |
| 7D | -7.6% | +0.7% | -8.3% | -7.8% |
| 30D | -17.5% | +0.8% | -18.3% | -17.6% |
| 3M | -26.2% | +16.9% | -43.1% | -31.4% |
| 6M | -35.1% | +53.8% | -88.8% | -47.4% |
| YTD | -30.4% | +28.1% | -58.5% | -38.7% |
| 1Y | -14.0% | +15.0% | -29.0% | -20.0% |
| 3Y | +256.3% | +63.1% | +193.2% | +166.4% |
| 5Y | +112.5% | +11.5% | +101.0% | +81.8% |
| All | +112.5% | +12.3% | +100.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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