+25.0%
HL vs AR
+14.7%
+10.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -6.3% | +19.4% | +12.5% |
| 7D | +0.2% | -11.1% | +11.3% | -0.7% |
| 30D | -12.1% | +7.9% | -20.0% | -11.9% |
| 3M | -2.8% | +4.9% | -7.7% | -2.5% |
| 6M | -14.9% | -5.3% | -9.6% | -14.7% |
| YTD | -22.0% | +8.6% | -30.7% | -24.6% |
| 1Y | +25.0% | +13.7% | +11.3% | +16.0% |
| All | +25.0% | +14.7% | +10.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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