+9.9%
HL vs B
+701.5%
-691.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.1% | -1.2% | -1.1% |
| 7D | +8.2% | +7.1% | +1.1% | +1.4% |
| 30D | -16.3% | -3.3% | -12.9% | -12.7% |
| 3M | -18.6% | -2.5% | -16.0% | -15.2% |
| 6M | -23.2% | -7.2% | -15.9% | -15.0% |
| YTD | -25.5% | -7.4% | -18.1% | -16.0% |
| 1Y | -4.8% | +16.4% | -21.2% | -14.2% |
| 3Y | +281.4% | +178.7% | +102.7% | +46.7% |
| 5Y | +137.8% | +121.7% | +16.1% | +18.8% |
| 10Y | +135.5% | +208.6% | -73.1% | -9.1% |
| All | +9.9% | +701.5% | -691.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling