+0.8%
HL vs BP
+1,406.2%
-1,405.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -11.1% | +3.8% | -14.9% | -12.9% |
| 30D | -12.1% | -5.3% | -6.8% | -10.2% |
| 3M | -26.1% | +9.3% | -35.4% | -30.6% |
| 6M | -37.7% | +7.2% | -45.0% | -41.8% |
| YTD | -31.7% | +38.0% | -69.7% | -45.3% |
| 1Y | -11.6% | +33.2% | -44.8% | -28.1% |
| 3Y | +249.6% | +50.3% | +199.4% | +162.8% |
| 5Y | +108.5% | +114.1% | -5.6% | +26.4% |
| 10Y | +127.0% | +140.7% | -13.8% | +21.5% |
| All | +0.8% | +1,406.2% | -1,405.4% | -52.8% |
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