+255.0%
HL vs B
+165.5%
+89.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.4% |
| 7D | +8.9% | +9.6% | -0.6% | -1.6% |
| 30D | -10.1% | +3.5% | -13.6% | -13.0% |
| 3M | -7.0% | -1.6% | -5.5% | -5.0% |
| 6M | -18.8% | -1.7% | -17.1% | -15.7% |
| YTD | -23.1% | -5.3% | -17.8% | -15.3% |
| 1Y | +8.9% | +27.2% | -18.3% | -12.2% |
| 3Y | +255.0% | +166.1% | +88.9% | +23.9% |
| All | +255.0% | +165.5% | +89.6% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling