+238.2%
HL vs BN
+30.5%
+207.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.2% |
| 7D | -5.6% | -5.9% | +0.3% | -2.1% |
| 30D | +12.7% | -15.1% | +27.8% | +24.4% |
| 3M | +42.5% | -14.6% | +57.1% | +57.0% |
| 6M | -9.0% | -8.4% | -0.6% | -4.1% |
| YTD | +4.4% | -16.8% | +21.2% | +15.7% |
| 1Y | +82.7% | -14.4% | +97.0% | +98.1% |
| 3Y | +406.3% | +70.1% | +336.2% | +231.3% |
| 5Y | +238.2% | +33.5% | +204.6% | +148.2% |
| All | +238.2% | +30.5% | +207.6% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling