+401.7%
HL vs IP
+21.5%
+380.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | +1.5% | -5.3% | +6.7% | +2.7% |
| 30D | +25.1% | -10.9% | +35.9% | +28.3% |
| 3M | +22.9% | +11.2% | +11.7% | +20.0% |
| 6M | -4.9% | -10.2% | +5.3% | -3.8% |
| YTD | +7.8% | -2.0% | +9.8% | +7.4% |
| 1Y | +133.9% | -19.1% | +153.0% | +139.4% |
| All | +401.7% | +21.5% | +380.2% | +321.0% |
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 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