-37.7%
HL vs BP
+7.0%
-44.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.5% |
| 7D | -11.1% | +3.8% | -14.9% | -9.7% |
| 30D | -12.1% | -5.3% | -6.8% | -13.5% |
| 3M | -26.1% | +9.3% | -35.4% | -23.5% |
| 6M | -37.7% | +7.2% | -45.0% | -37.9% |
| All | -37.7% | +7.0% | -44.7% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling