+149.4%
HL vs IP
-12.0%
+161.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +8.9% | -5.1% | +14.0% | +10.7% |
| 30D | -10.1% | +8.5% | -18.6% | -12.3% |
| 3M | -7.0% | -13.8% | +6.8% | -2.9% |
| 6M | -18.8% | +5.7% | -24.5% | -20.4% |
| YTD | -23.1% | -9.1% | -14.0% | -22.0% |
| 1Y | +8.9% | -0.8% | +9.7% | +7.6% |
| 3Y | +255.0% | +14.8% | +240.2% | +196.6% |
| All | +149.4% | -12.0% | +161.4% | +132.1% |
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