-4.3%
HL vs COMP
+16.3%
-20.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.2% |
| 7D | -5.6% | +2.2% | -7.7% | -6.4% |
| 30D | -16.2% | +16.3% | -32.5% | -20.7% |
| 3M | -20.5% | -19.1% | -1.3% | -15.6% |
| 6M | -31.7% | +17.1% | -48.8% | -36.2% |
| YTD | -26.4% | -2.9% | -23.4% | -26.2% |
| 1Y | -4.3% | +8.8% | -13.1% | -10.8% |
| All | -4.3% | +16.3% | -20.6% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling