+2.8%
HL vs ALL
+3,785.0%
-3,782.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -11.1% | +5.0% | -16.2% | -12.4% |
| 30D | -12.1% | +13.3% | -25.4% | -15.2% |
| 3M | -26.1% | +3.2% | -29.3% | -27.1% |
| 6M | -37.7% | +25.3% | -63.1% | -42.4% |
| YTD | -31.7% | +30.5% | -62.1% | -37.9% |
| 1Y | -11.6% | +29.2% | -40.8% | -19.5% |
| 3Y | +249.6% | +119.1% | +130.5% | +169.3% |
| 5Y | +108.5% | +162.6% | -54.1% | +50.0% |
| 10Y | +127.0% | +378.8% | -251.8% | +37.8% |
| All | +2.8% | +3,785.0% | -3,782.2% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling