+602.0%
HL vs ARES
+1,196.0%
-594.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +1.5% | -1.7% | +3.1% | +2.0% |
| 30D | +25.1% | +0.3% | +24.8% | +24.8% |
| 3M | +22.9% | +8.5% | +14.4% | +19.4% |
| 6M | -4.9% | +23.5% | -28.4% | -12.2% |
| YTD | +7.8% | -11.2% | +19.1% | +10.1% |
| 1Y | +133.9% | -19.3% | +153.2% | +145.1% |
| 3Y | +380.9% | +48.7% | +332.2% | +301.9% |
| 5Y | +230.2% | +106.5% | +123.7% | +141.8% |
| 10Y | +265.6% | +1,055.3% | -789.8% | +91.1% |
| All | +602.0% | +1,196.0% | -594.0% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling