+228.7%
HL vs AUR
-35.1%
+263.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -4.4% | +1.4% | -5.8% | -4.6% |
| 30D | +9.3% | -6.4% | +15.7% | +10.3% |
| 3M | +32.0% | +7.7% | +24.3% | +30.2% |
| 6M | -6.4% | +44.5% | -50.9% | -11.4% |
| YTD | +3.1% | +67.4% | -64.3% | -4.0% |
| 1Y | +77.6% | +15.4% | +62.1% | +72.2% |
| 3Y | +392.8% | +94.8% | +298.0% | +301.5% |
| All | +228.7% | -35.1% | +263.7% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling