+256.9%
HL vs BNY
+416.3%
-159.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.3% | -3.0% | -3.8% |
| 30D | +9.3% | -0.2% | +9.5% | +9.2% |
| 3M | +32.0% | +14.9% | +17.0% | +23.4% |
| 6M | -6.4% | +40.0% | -46.4% | -20.1% |
| YTD | +3.1% | +42.0% | -38.8% | -12.4% |
| 1Y | +77.6% | +56.9% | +20.7% | +44.6% |
| 3Y | +392.8% | +289.9% | +103.0% | +167.4% |
| 5Y | +234.1% | +259.2% | -25.1% | +82.0% |
| All | +256.9% | +416.3% | -159.4% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling