+52.2%
HL vs BNY
+8,074.1%
-8,022.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.3% | -3.0% | -4.1% |
| 30D | +9.3% | -0.2% | +9.5% | +9.3% |
| 3M | +32.0% | +14.9% | +17.0% | +28.0% |
| 6M | -6.4% | +40.0% | -46.4% | -12.9% |
| YTD | +3.1% | +42.0% | -38.8% | -4.2% |
| 1Y | +77.6% | +56.9% | +20.7% | +61.7% |
| 3Y | +392.8% | +289.9% | +103.0% | +272.1% |
| 5Y | +234.1% | +259.2% | -25.1% | +155.0% |
| 10Y | +264.5% | +413.3% | -148.8% | +156.0% |
| All | +52.2% | +8,074.1% | -8,022.0% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling