+392.8%
HL vs BRKR
-11.8%
+404.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.4% | -8.7% | +4.3% | -2.0% |
| 30D | +9.3% | -9.9% | +19.2% | +12.6% |
| 3M | +32.0% | -3.1% | +35.1% | +31.0% |
| 6M | -6.4% | +45.5% | -51.9% | -18.1% |
| YTD | +3.1% | +13.7% | -10.5% | -3.2% |
| 1Y | +77.6% | +67.4% | +10.1% | +50.9% |
| 3Y | +392.8% | -13.2% | +406.0% | +397.4% |
| All | +392.8% | -11.8% | +404.6% | +397.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling