+154.8%
HL vs COMP
-52.0%
+206.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.7% | -8.7% | +0.2% |
| 7D | +8.9% | +13.4% | -4.5% | +6.7% |
| 30D | -10.1% | +11.1% | -21.2% | -11.7% |
| 3M | -7.0% | -18.8% | +11.8% | -4.3% |
| 6M | -18.8% | +10.5% | -29.3% | -20.5% |
| YTD | -23.1% | -3.4% | -19.7% | -24.0% |
| 1Y | +8.9% | +19.7% | -10.8% | +4.5% |
| 3Y | +255.0% | +381.6% | -126.6% | +161.6% |
| 5Y | +151.5% | -17.6% | +169.1% | +98.0% |
| All | +154.8% | -52.0% | +206.8% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling