+457.9%
HL vs BB
+258.8%
+199.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | -5.6% | +7.1% | +2.1% |
| 30D | +25.1% | -11.8% | +36.9% | +26.6% |
| 3M | +22.9% | -25.5% | +48.4% | +26.3% |
| 6M | -4.9% | +121.3% | -126.2% | -13.3% |
| YTD | +7.8% | +103.2% | -95.3% | -0.7% |
| 1Y | +133.9% | +102.6% | +31.3% | +114.8% |
| 3Y | +380.9% | +37.5% | +343.4% | +348.7% |
| 5Y | +230.2% | -30.4% | +260.6% | +221.4% |
| 10Y | +265.6% | 0.0% | +265.6% | +219.9% |
| All | +457.9% | +258.8% | +199.1% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling