-11.6%
HL vs IP
-5.8%
-5.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.4% |
| 7D | -11.1% | -0.3% | -10.8% | -10.9% |
| 30D | -12.1% | +7.9% | -20.0% | -14.3% |
| 3M | -26.1% | -15.3% | -10.8% | -22.0% |
| 6M | -37.7% | +10.5% | -48.3% | -39.7% |
| YTD | -31.7% | -9.4% | -22.3% | -29.4% |
| 1Y | -11.6% | -4.6% | -7.0% | -10.0% |
| All | -11.6% | -5.8% | -5.8% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling