+25.0%
HL vs AUR
-17.4%
+42.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -4.4% | +17.6% | +15.1% |
| 7D | +0.2% | -19.8% | +20.0% | +9.6% |
| 30D | -12.1% | -29.0% | +16.9% | +1.2% |
| 3M | -2.8% | -43.6% | +40.7% | +22.0% |
| 6M | -14.9% | -36.6% | +21.7% | +1.4% |
| YTD | -22.0% | +6.3% | -28.3% | -26.2% |
| 1Y | +25.0% | -9.0% | +34.0% | +22.0% |
| All | +25.0% | -17.4% | +42.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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