+166.4%
HL vs COMP
-49.2%
+215.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.7% | -1.1% | +3.6% |
| 7D | +13.8% | +14.5% | -0.7% | +11.3% |
| 30D | -9.7% | +14.9% | -24.6% | -11.9% |
| 3M | -8.5% | -14.2% | +5.7% | -6.6% |
| 6M | -17.2% | +23.7% | -40.9% | -20.3% |
| YTD | -19.6% | +2.1% | -21.7% | -21.3% |
| 1Y | +11.1% | +26.2% | -15.1% | +5.7% |
| 3Y | +299.7% | +470.9% | -171.2% | +187.7% |
| 5Y | +156.5% | -14.0% | +170.5% | +100.1% |
| All | +166.4% | -49.2% | +215.6% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling