-37.7%
HL vs A
+54.7%
-92.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -11.1% | -0.5% | -10.7% | -10.7% |
| 30D | -12.1% | 0.0% | -12.1% | -11.6% |
| 3M | -26.1% | +16.7% | -42.8% | -30.9% |
| 6M | -37.7% | +54.8% | -92.6% | -47.9% |
| All | -37.7% | +54.7% | -92.4% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling