+59.1%
HL vs BP
+1,327.5%
-1,268.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +1.5% | +3.9% | -2.5% | -0.8% |
| 30D | +25.1% | +7.6% | +17.4% | +19.8% |
| 3M | +22.9% | +0.7% | +22.2% | +20.8% |
| 6M | -4.9% | +15.5% | -20.4% | -15.0% |
| YTD | +7.8% | +30.8% | -23.0% | -10.1% |
| 1Y | +133.9% | +34.3% | +99.6% | +91.0% |
| 3Y | +380.9% | +35.1% | +345.8% | +287.2% |
| 5Y | +230.2% | +126.8% | +103.4% | +96.2% |
| 10Y | +265.6% | +123.4% | +142.2% | +106.5% |
| All | +59.1% | +1,327.5% | -1,268.4% | -22.3% |
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