+62.3%
HL vs ALL
+3,667.9%
-3,605.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.1% |
| 7D | +1.5% | 0.0% | +1.4% | +1.5% |
| 30D | +25.1% | -1.5% | +26.5% | +25.2% |
| 3M | +22.9% | +23.6% | -0.7% | +14.8% |
| 6M | -4.9% | +22.3% | -27.2% | -11.2% |
| YTD | +7.8% | +26.5% | -18.7% | -0.8% |
| 1Y | +133.9% | +27.0% | +106.9% | +114.2% |
| 3Y | +380.9% | +149.6% | +231.3% | +258.1% |
| 5Y | +230.2% | +118.1% | +112.1% | +151.5% |
| 10Y | +265.6% | +369.0% | -103.4% | +124.2% |
| All | +62.3% | +3,667.9% | -3,605.6% | -12.7% |
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