+239.4%
HL vs BROS
+41.2%
+198.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +7.1% | -0.9% | +8.0% | +7.2% |
| 30D | +21.4% | -13.5% | +34.9% | +24.2% |
| 3M | +37.4% | -18.4% | +55.9% | +41.2% |
| 6M | +0.4% | -10.6% | +11.0% | +1.4% |
| YTD | +6.7% | -25.1% | +31.7% | +10.6% |
| 1Y | +102.4% | -28.6% | +131.0% | +110.2% |
| 3Y | +417.4% | +65.6% | +351.8% | +365.0% |
| All | +239.4% | +41.2% | +198.3% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling