+256.9%
HL vs BB
+1.6%
+255.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +9.3% | -12.5% | +21.8% | +11.7% |
| 3M | +32.0% | -17.4% | +49.4% | +35.3% |
| 6M | -6.4% | +119.1% | -125.6% | -20.0% |
| YTD | +3.1% | +102.4% | -99.2% | -10.4% |
| 1Y | +77.6% | +98.2% | -20.6% | +54.0% |
| 3Y | +392.8% | +46.9% | +345.9% | +329.9% |
| 5Y | +234.1% | -26.4% | +260.5% | +206.1% |
| All | +256.9% | +1.6% | +255.3% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling