-11.6%
HL vs AS
-3.7%
-7.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.5% |
| 7D | -11.1% | -4.9% | -6.3% | -8.8% |
| 30D | -12.1% | +3.9% | -16.0% | -13.1% |
| 3M | -26.1% | -9.6% | -16.5% | -22.2% |
| 6M | -37.7% | -8.7% | -29.1% | -35.7% |
| YTD | -31.7% | -19.8% | -11.9% | -24.5% |
| 1Y | -11.6% | -1.5% | -10.1% | -9.4% |
| All | -11.6% | -3.7% | -7.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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