+126.5%
HL vs COMP
-52.0%
+178.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | -11.1% | 0.0% | -11.1% | -11.1% |
| 30D | -12.1% | +16.6% | -28.6% | -14.3% |
| 3M | -26.1% | -23.5% | -2.6% | -23.1% |
| 6M | -37.7% | +25.7% | -63.5% | -40.2% |
| YTD | -31.7% | -3.4% | -28.3% | -32.4% |
| 1Y | -11.6% | +7.6% | -19.2% | -13.9% |
| 3Y | +249.6% | +423.6% | -173.9% | +155.2% |
| 5Y | +108.5% | -10.6% | +119.1% | +64.5% |
| All | +126.5% | -52.0% | +178.4% | +87.4% |
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