-14.0%
HL vs AS
-3.0%
-11.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.1% |
| 7D | -7.6% | -3.6% | -4.0% | -5.8% |
| 30D | -17.5% | +3.4% | -20.9% | -18.3% |
| 3M | -26.2% | -8.6% | -17.6% | -22.8% |
| 6M | -35.1% | -10.0% | -25.0% | -32.3% |
| YTD | -30.4% | -19.2% | -11.2% | -23.3% |
| 1Y | -14.0% | -3.8% | -10.2% | -11.6% |
| All | -14.0% | -3.0% | -11.0% | -11.6% |
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