+142.5%
HL vs BR
+1,282.8%
-1,140.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -5.6% | -6.0% | +0.4% | -2.9% |
| 30D | +12.7% | -0.9% | +13.6% | +13.2% |
| 3M | +42.5% | +16.4% | +26.1% | +31.2% |
| 6M | -9.0% | -8.2% | -0.8% | -6.8% |
| YTD | +4.4% | -23.2% | +27.6% | +15.3% |
| 1Y | +82.7% | -30.9% | +113.6% | +112.3% |
| 3Y | +406.3% | -5.0% | +411.3% | +393.9% |
| 5Y | +238.2% | +8.8% | +229.4% | +204.7% |
| 10Y | +268.9% | +190.1% | +78.8% | +87.2% |
| All | +142.5% | +1,282.8% | -1,140.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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