+25.0%
HL vs IR
+11.7%
+13.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.4% | +13.6% | +13.5% |
| 7D | +0.2% | +11.6% | -11.4% | -7.2% |
| 30D | -12.1% | +7.2% | -19.3% | -16.1% |
| 3M | -2.8% | -5.9% | +3.0% | +1.1% |
| 6M | -14.9% | +11.5% | -26.4% | -22.5% |
| YTD | -22.0% | +6.3% | -28.4% | -23.0% |
| 1Y | +25.0% | +9.1% | +15.9% | +25.3% |
| All | +25.0% | +11.7% | +13.3% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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