+25.0%
HL vs BNY
+45.2%
-20.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.3% | +10.9% | +11.0% |
| 7D | +0.2% | +2.8% | -2.6% | -2.1% |
| 30D | -12.1% | +6.7% | -18.8% | -16.9% |
| 3M | -2.8% | -2.2% | -0.7% | -1.9% |
| 6M | -14.9% | +16.8% | -31.7% | -27.4% |
| YTD | -22.0% | +33.9% | -55.9% | -44.4% |
| 1Y | +25.0% | +43.9% | -18.9% | -24.9% |
| All | +25.0% | +45.2% | -20.1% | -24.9% |
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