+228.7%
HL vs BRO
+17.6%
+211.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -7.3% | +3.0% | -3.7% |
| 30D | +9.3% | -6.9% | +16.2% | +9.9% |
| 3M | +32.0% | +10.7% | +21.3% | +29.7% |
| 6M | -6.4% | -2.7% | -3.7% | -6.1% |
| YTD | +3.1% | -16.3% | +19.5% | +6.9% |
| 1Y | +77.6% | -29.1% | +106.6% | +90.4% |
| 3Y | +392.8% | -7.8% | +400.7% | +376.7% |
| All | +228.7% | +17.6% | +211.0% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling