-4.3%
HL vs AR
+11.6%
-15.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.0% |
| 7D | -5.6% | +2.1% | -7.6% | -5.3% |
| 30D | -16.2% | +4.5% | -20.7% | -16.0% |
| 3M | -20.5% | +1.0% | -21.5% | -20.4% |
| 6M | -31.7% | +4.4% | -36.1% | -31.3% |
| YTD | -26.4% | +10.9% | -37.3% | -29.2% |
| 1Y | -4.3% | +8.6% | -12.9% | -9.1% |
| All | -4.3% | +11.6% | -15.9% | -9.1% |
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