+257.5%
HL vs COMP
-47.7%
+305.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | +25.1% | -13.3% | +38.4% | +27.8% |
| 3M | +22.9% | +41.1% | -18.2% | +16.3% |
| 6M | -4.9% | +17.2% | -22.1% | -8.2% |
| YTD | +7.8% | +5.2% | +2.6% | +5.5% |
| 1Y | +133.9% | +18.9% | +115.0% | +123.4% |
| 3Y | +380.9% | +215.9% | +165.0% | +272.3% |
| 5Y | +230.2% | -31.2% | +261.4% | +156.0% |
| All | +257.5% | -47.7% | +305.2% | +192.4% |
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 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