+112.8%
HL vs COMP
-10.9%
+123.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.4% |
| 3M | -26.1% | -23.5% | -2.6% | -22.9% |
| 6M | -37.7% | +25.7% | -63.5% | -40.3% |
| YTD | -31.7% | -3.4% | -28.3% | -32.5% |
| 1Y | -11.6% | +7.6% | -19.2% | -14.1% |
| 3Y | +249.6% | +423.6% | -173.9% | +149.0% |
| All | +112.8% | -10.9% | +123.7% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling