+228.7%
HL vs A
-14.3%
+243.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.5% |
| 7D | -4.4% | -2.6% | -1.7% | -3.2% |
| 30D | +9.3% | -0.9% | +10.2% | +10.0% |
| 3M | +32.0% | +13.6% | +18.3% | +24.5% |
| 6M | -6.4% | +27.8% | -34.3% | -17.5% |
| YTD | +3.1% | +8.6% | -5.5% | -1.6% |
| 1Y | +77.6% | +16.9% | +60.7% | +62.5% |
| 3Y | +392.8% | +32.9% | +359.9% | +309.8% |
| All | +228.7% | -14.3% | +243.0% | +180.1% |
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