+354.6%
HL vs BNS
+1,463.9%
-1,109.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +0.4% | -1.3% | +1.7% | +1.4% |
| 30D | +18.8% | +4.0% | +14.8% | +14.7% |
| 3M | +43.7% | +13.8% | +29.9% | +29.3% |
| 6M | -1.0% | +32.7% | -33.7% | -21.0% |
| YTD | +8.7% | +27.6% | -18.9% | -10.4% |
| 1Y | +105.0% | +47.4% | +57.6% | +51.0% |
| 3Y | +427.3% | +129.0% | +298.3% | +174.3% |
| 5Y | +249.3% | +92.7% | +156.6% | +108.4% |
| 10Y | +284.2% | +182.1% | +102.1% | +65.7% |
| All | +354.6% | +1,463.9% | -1,109.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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