+25.0%
HL vs ALM
+44.8%
-19.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.2% | +12.0% | +12.7% |
| 7D | +0.2% | -6.4% | +6.6% | +2.8% |
| 30D | -12.1% | -35.0% | +22.9% | +2.4% |
| 3M | -2.8% | -33.8% | +31.0% | +11.1% |
| 6M | -14.9% | -55.0% | +40.1% | +9.0% |
| YTD | -22.0% | -0.2% | -21.8% | -17.1% |
| 1Y | +25.0% | +41.8% | -16.8% | +18.8% |
| All | +25.0% | +44.8% | -19.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling