+12.2%
HL vs ALL
+3,690.4%
-3,678.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.9% | -10.2% | -8.0% |
| 7D | +8.2% | -0.1% | +8.3% | +8.2% |
| 30D | -16.3% | +13.8% | -30.1% | -19.3% |
| 3M | -18.6% | -2.8% | -15.8% | -18.4% |
| 6M | -23.2% | +23.7% | -46.8% | -28.6% |
| YTD | -25.5% | +27.3% | -52.8% | -31.8% |
| 1Y | -4.8% | +30.5% | -35.3% | -13.5% |
| 3Y | +281.4% | +113.0% | +168.4% | +196.1% |
| 5Y | +137.8% | +157.6% | -19.7% | +72.1% |
| 10Y | +135.5% | +368.4% | -232.9% | +43.8% |
| All | +12.2% | +3,690.4% | -3,678.2% | -40.0% |
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