+0.8%
HL vs BAX
+899.7%
-898.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | -12.1% | +4.1% | -16.2% | -12.7% |
| 3M | -26.1% | -4.5% | -21.6% | -25.6% |
| 6M | -37.7% | +49.2% | -87.0% | -42.1% |
| YTD | -31.7% | +35.2% | -66.9% | -35.5% |
| 1Y | -11.6% | +38.3% | -49.9% | -16.9% |
| 3Y | +249.6% | -19.0% | +268.7% | +254.0% |
| 5Y | +108.5% | -64.2% | +172.7% | +136.0% |
| 10Y | +127.0% | -35.7% | +162.7% | +141.4% |
| All | +0.8% | +899.7% | -898.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling