+186.7%
HL vs AUR
-36.7%
+223.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.6% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | +12.7% | -8.9% | +21.7% | +14.2% |
| 3M | +42.5% | +4.6% | +37.9% | +41.1% |
| 6M | -9.0% | +44.9% | -53.9% | -13.9% |
| YTD | +4.4% | +64.8% | -60.5% | -2.6% |
| 1Y | +82.7% | +16.4% | +66.3% | +77.1% |
| 3Y | +406.3% | +85.1% | +321.2% | +315.1% |
| 5Y | +238.2% | -36.1% | +274.3% | +148.0% |
| All | +186.7% | -36.7% | +223.4% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling