+255.0%
HL vs IP
+13.9%
+241.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +8.9% | -5.1% | +14.0% | +10.3% |
| 30D | -10.1% | +8.5% | -18.6% | -11.8% |
| 3M | -7.0% | -13.8% | +6.8% | -4.0% |
| 6M | -18.8% | +5.7% | -24.5% | -19.8% |
| YTD | -23.1% | -9.1% | -14.0% | -22.2% |
| 1Y | +8.9% | -0.8% | +9.7% | +8.6% |
| 3Y | +255.0% | +14.8% | +240.2% | +203.3% |
| All | +255.0% | +13.9% | +241.1% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling