+145.4%
HL vs IBKR
+1,349.8%
-1,204.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.0% |
| 7D | -4.4% | -1.3% | -3.0% | -3.9% |
| 30D | +9.3% | -0.2% | +9.5% | +9.2% |
| 3M | +32.0% | +3.0% | +29.0% | +30.6% |
| 6M | -6.4% | +33.9% | -40.3% | -15.9% |
| YTD | +3.1% | +42.5% | -39.4% | -8.7% |
| 1Y | +77.6% | +44.9% | +32.7% | +56.0% |
| 3Y | +392.8% | +293.0% | +99.8% | +190.6% |
| 5Y | +234.1% | +497.7% | -263.5% | +62.3% |
| 10Y | +264.5% | +1,004.4% | -739.9% | +31.8% |
| All | +145.4% | +1,349.8% | -1,204.4% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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