+249.3%
HL vs BP
+141.6%
+107.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.1% |
| 7D | +0.4% | +4.0% | -3.6% | -1.4% |
| 30D | +18.8% | +7.8% | +11.0% | +14.6% |
| 3M | +43.7% | +8.4% | +35.4% | +37.0% |
| 6M | -1.0% | +15.1% | -16.1% | -10.6% |
| YTD | +8.7% | +36.4% | -27.7% | -10.8% |
| 1Y | +105.0% | +40.9% | +64.1% | +63.8% |
| 3Y | +427.3% | +38.8% | +388.4% | +320.2% |
| 5Y | +249.3% | +141.1% | +108.2% | +93.2% |
| All | +249.3% | +141.6% | +107.7% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling