+243.3%
HL vs ALL
+117.0%
+126.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +7.1% | -1.7% | +8.8% | +7.2% |
| 30D | +21.4% | -4.7% | +26.1% | +21.9% |
| 3M | +37.4% | +18.4% | +19.1% | +33.7% |
| 6M | +0.4% | +20.5% | -20.1% | -2.9% |
| YTD | +6.7% | +23.5% | -16.9% | +2.2% |
| 1Y | +102.4% | +29.0% | +73.4% | +91.4% |
| 3Y | +417.4% | +153.7% | +263.7% | +298.1% |
| 5Y | +243.3% | +114.8% | +128.5% | +182.4% |
| All | +243.3% | +117.0% | +126.3% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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