+2.7%
HL vs BP
+1,393.0%
-1,390.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.1% |
| 7D | -7.6% | +2.5% | -10.1% | -8.9% |
| 30D | -17.5% | -5.6% | -11.9% | -15.7% |
| 3M | -26.2% | +8.0% | -34.3% | -30.3% |
| 6M | -35.1% | +5.7% | -40.7% | -38.8% |
| YTD | -30.4% | +36.8% | -67.2% | -44.0% |
| 1Y | -14.0% | +30.7% | -44.7% | -29.2% |
| 3Y | +256.3% | +51.6% | +204.7% | +166.5% |
| 5Y | +112.5% | +112.2% | +0.3% | +29.5% |
| 10Y | +131.3% | +138.6% | -7.3% | +24.5% |
| All | +2.7% | +1,393.0% | -1,390.3% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling