+77.6%
HL vs BAX
-0.4%
+78.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | -4.4% | -7.9% | +3.5% | -2.2% |
| 30D | +9.3% | -11.7% | +21.0% | +13.0% |
| 3M | +32.0% | +16.2% | +15.8% | +25.7% |
| 6M | -6.4% | +32.0% | -38.4% | -15.1% |
| YTD | +3.1% | +24.7% | -21.6% | -2.8% |
| 1Y | +77.6% | -2.6% | +80.2% | +57.8% |
| All | +77.6% | -0.4% | +78.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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