+256.9%
HL vs ARES
+979.8%
-722.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -4.4% | -6.1% | +1.7% | -2.2% |
| 30D | +9.3% | -7.5% | +16.8% | +12.2% |
| 3M | +32.0% | +0.1% | +31.9% | +31.2% |
| 6M | -6.4% | +30.3% | -36.7% | -16.0% |
| YTD | +3.1% | -16.6% | +19.8% | +7.9% |
| 1Y | +77.6% | -26.1% | +103.7% | +93.1% |
| 3Y | +392.8% | +36.4% | +356.4% | +313.2% |
| 5Y | +234.1% | +95.0% | +139.1% | +137.5% |
| All | +256.9% | +979.8% | -722.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling