-11.6%
HL vs B
+2.6%
-14.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.1% |
| 7D | -11.1% | -7.3% | -3.8% | -2.4% |
| 30D | -12.1% | -3.3% | -8.7% | -7.9% |
| 3M | -26.1% | -7.8% | -18.3% | -17.4% |
| 6M | -37.7% | -15.5% | -22.2% | -22.5% |
| YTD | -31.7% | -12.3% | -19.4% | -18.1% |
| 1Y | -11.6% | +5.4% | -17.0% | -14.5% |
| All | -11.6% | +2.6% | -14.2% | -14.5% |
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