+77.6%
HL vs BROS
-32.8%
+110.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -4.4% | -5.8% | +1.4% | -2.8% |
| 30D | +9.3% | -14.0% | +23.3% | +13.8% |
| 3M | +32.0% | -32.5% | +64.5% | +44.7% |
| 6M | -6.4% | -14.9% | +8.5% | -4.4% |
| YTD | +3.1% | -28.3% | +31.4% | +9.3% |
| 1Y | +77.6% | -34.0% | +111.5% | +73.4% |
| All | +77.6% | -32.8% | +110.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling