+261.2%
HL vs BP
+137.6%
+123.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.4% |
| 7D | -5.6% | +5.7% | -11.3% | -8.3% |
| 30D | +12.7% | +8.1% | +4.7% | +8.0% |
| 3M | +42.5% | +8.6% | +33.9% | +34.6% |
| 6M | -9.0% | +18.1% | -27.1% | -19.5% |
| YTD | +4.4% | +37.6% | -33.2% | -15.4% |
| 1Y | +82.7% | +39.4% | +43.3% | +45.9% |
| 3Y | +406.3% | +40.1% | +366.2% | +298.5% |
| 5Y | +238.2% | +141.3% | +96.8% | +91.1% |
| All | +261.2% | +137.6% | +123.6% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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