+133.9%
HL vs BNY
+59.6%
+74.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +1.5% | +1.4% | 0.0% | +0.4% |
| 30D | +25.1% | +3.8% | +21.2% | +20.6% |
| 3M | +22.9% | +14.9% | +8.0% | +8.4% |
| 6M | -4.9% | +40.3% | -45.2% | -30.9% |
| YTD | +7.8% | +43.8% | -35.9% | -24.3% |
| 1Y | +133.9% | +58.9% | +75.0% | +49.8% |
| All | +133.9% | +59.6% | +74.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling