-37.7%
HL vs ALL
+26.7%
-64.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.6% |
| 7D | -11.1% | +5.0% | -16.2% | -7.9% |
| 30D | -12.1% | +13.3% | -25.4% | -3.0% |
| 3M | -26.1% | +3.2% | -29.3% | -24.7% |
| 6M | -37.7% | +25.3% | -63.1% | -19.5% |
| All | -37.7% | +26.7% | -64.4% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling