+256.3%
HL vs BP
+50.2%
+206.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.7% |
| 7D | -7.6% | +2.5% | -10.1% | -8.1% |
| 30D | -17.5% | -5.6% | -11.9% | -16.7% |
| 3M | -26.2% | +8.0% | -34.3% | -28.5% |
| 6M | -35.1% | +5.7% | -40.7% | -37.1% |
| YTD | -30.4% | +36.8% | -67.2% | -41.9% |
| 1Y | -14.0% | +30.7% | -44.7% | -26.5% |
| All | +256.3% | +50.2% | +206.1% | +184.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling