+284.2%
HL vs B
+200.3%
+83.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.7% |
| 7D | +0.4% | +1.0% | -0.7% | -0.8% |
| 30D | +18.8% | +9.5% | +9.3% | +7.9% |
| 3M | +43.7% | +14.3% | +29.4% | +24.1% |
| 6M | -1.0% | -1.9% | +0.8% | +2.1% |
| YTD | +8.7% | +4.1% | +4.6% | +6.8% |
| 1Y | +105.0% | +56.1% | +48.9% | +28.8% |
| 3Y | +427.3% | +202.0% | +225.3% | +63.6% |
| 5Y | +249.3% | +158.8% | +90.5% | +31.0% |
| 10Y | +284.2% | +211.9% | +72.3% | +31.4% |
| All | +284.2% | +200.3% | +83.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling