+244.2%
HL vs IP
-17.2%
+261.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.2% |
| 7D | +1.5% | -5.3% | +6.7% | +3.1% |
| 30D | +25.1% | -10.9% | +35.9% | +29.4% |
| 3M | +22.9% | +11.2% | +11.7% | +18.8% |
| 6M | -4.9% | -10.2% | +5.3% | -2.9% |
| YTD | +7.8% | -2.0% | +9.8% | +7.1% |
| 1Y | +133.9% | -19.1% | +153.0% | +143.6% |
| 3Y | +380.9% | +20.9% | +360.0% | +299.6% |
| All | +244.2% | -17.2% | +261.4% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling