+315.4%
HL vs INDA
+109.8%
+205.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | +0.4% | -2.6% | +3.0% | +2.2% |
| 30D | +18.8% | -2.9% | +21.8% | +21.4% |
| 3M | +43.7% | +2.4% | +41.3% | +41.8% |
| 6M | -1.0% | -2.6% | +1.6% | +1.4% |
| YTD | +8.7% | -10.0% | +18.7% | +17.1% |
| 1Y | +105.0% | -7.7% | +112.7% | +117.2% |
| 3Y | +427.3% | +8.9% | +418.4% | +403.5% |
| 5Y | +249.3% | +6.0% | +243.3% | +240.5% |
| 10Y | +284.2% | +84.4% | +199.8% | +163.7% |
| All | +315.4% | +109.8% | +205.6% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling