+256.3%
HL vs COMP
+414.9%
-158.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.3% | -5.0% |
| 7D | -7.6% | +8.9% | -16.5% | -9.3% |
| 30D | -17.5% | +14.0% | -31.5% | -19.8% |
| 3M | -26.2% | -21.1% | -5.1% | -22.9% |
| 6M | -35.1% | +20.1% | -55.2% | -37.7% |
| YTD | -30.4% | -5.0% | -25.4% | -31.3% |
| 1Y | -14.0% | +5.7% | -19.6% | -16.5% |
| All | +256.3% | +414.9% | -158.6% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling