-3.2%
HL vs B
+15.1%
-18.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.1% | -1.2% | +0.2% |
| 7D | +8.2% | +7.1% | +1.1% | -0.2% |
| 30D | -16.3% | -3.3% | -12.9% | -12.2% |
| 3M | -18.6% | -2.5% | -16.0% | -15.1% |
| 6M | -23.2% | -7.2% | -15.9% | -14.9% |
| YTD | -25.5% | -7.4% | -18.1% | -16.6% |
| All | -3.2% | +15.1% | -18.3% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling