+144.6%
HL vs B
+203.3%
-58.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.6% |
| 7D | -5.6% | -2.7% | -2.9% | -2.6% |
| 30D | -16.2% | -4.3% | -11.8% | -11.2% |
| 3M | -20.5% | -2.3% | -18.2% | -17.2% |
| 6M | -31.7% | -16.2% | -15.4% | -15.2% |
| YTD | -26.4% | -8.8% | -17.5% | -15.4% |
| 1Y | -4.3% | +11.4% | -15.7% | -11.4% |
| 3Y | +276.9% | +174.3% | +102.6% | +29.4% |
| 5Y | +124.1% | +116.2% | +7.9% | +2.4% |
| 10Y | +144.6% | +222.7% | -78.1% | -17.8% |
| All | +144.6% | +203.3% | -58.7% | -17.8% |
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