+144.1%
HL vs COMP
-51.7%
+195.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.6% |
| 7D | -5.6% | +2.2% | -7.7% | -5.9% |
| 30D | -16.2% | +16.3% | -32.5% | -18.3% |
| 3M | -20.5% | -19.1% | -1.3% | -18.0% |
| 6M | -31.7% | +17.1% | -48.8% | -33.7% |
| YTD | -26.4% | -2.9% | -23.4% | -27.2% |
| 1Y | -4.3% | +8.8% | -13.1% | -6.9% |
| 3Y | +276.9% | +423.5% | -146.6% | +175.0% |
| 5Y | +124.1% | -10.5% | +134.5% | +76.5% |
| All | +144.1% | -51.7% | +195.8% | +101.8% |
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