+77.6%
HL vs AUR
+17.8%
+59.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | -4.4% | +1.4% | -5.8% | -4.9% |
| 30D | +9.3% | -6.4% | +15.7% | +11.8% |
| 3M | +32.0% | +7.7% | +24.3% | +25.3% |
| 6M | -6.4% | +44.5% | -50.9% | -22.2% |
| YTD | +3.1% | +67.4% | -64.3% | -19.2% |
| 1Y | +77.6% | +15.4% | +62.1% | +55.6% |
| All | +77.6% | +17.8% | +59.8% | +55.6% |
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