+259.0%
HL vs IR
+271.1%
-12.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.4% | -4.5% | +0.1% | -2.4% |
| 30D | +9.3% | -13.9% | +23.2% | +16.6% |
| 3M | +32.0% | -0.3% | +32.3% | +31.7% |
| 6M | -6.4% | -14.3% | +7.9% | -0.5% |
| YTD | +3.1% | -7.9% | +11.0% | +6.9% |
| 1Y | +77.6% | -9.9% | +87.5% | +84.9% |
| 3Y | +392.8% | +6.5% | +386.3% | +374.6% |
| 5Y | +234.1% | +34.0% | +200.1% | +188.9% |
| All | +259.0% | +271.1% | -12.1% | +164.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling