+392.8%
HL vs INDA
+7.9%
+385.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -2.2% |
| 7D | -4.4% | -2.7% | -1.7% | -1.5% |
| 30D | +9.3% | -2.8% | +12.1% | +12.7% |
| 3M | +32.0% | +1.6% | +30.3% | +30.3% |
| 6M | -6.4% | -1.4% | -5.0% | -4.6% |
| YTD | +3.1% | -10.1% | +13.3% | +14.8% |
| 1Y | +77.6% | -8.8% | +86.3% | +94.2% |
| 3Y | +392.8% | +7.6% | +385.2% | +298.6% |
| All | +392.8% | +7.9% | +385.0% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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