+144.6%
HL vs IP
+22.3%
+122.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -5.6% | -2.8% | -2.8% | -4.6% |
| 30D | -16.2% | +9.2% | -25.4% | -18.6% |
| 3M | -20.5% | -16.1% | -4.3% | -15.8% |
| 6M | -31.7% | +9.6% | -41.2% | -33.9% |
| YTD | -26.4% | -8.8% | -17.6% | -25.3% |
| 1Y | -4.3% | -5.5% | +1.2% | -4.2% |
| 3Y | +276.9% | +19.6% | +257.3% | +222.8% |
| 5Y | +124.1% | -13.5% | +137.5% | +114.2% |
| 10Y | +144.6% | +22.4% | +122.2% | +90.8% |
| All | +144.6% | +22.3% | +122.4% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling