-11.6%
HL vs IR
+10.2%
-21.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -11.1% | +2.5% | -13.6% | -12.5% |
| 30D | -12.1% | +9.2% | -21.2% | -17.1% |
| 3M | -26.1% | +0.9% | -27.0% | -26.6% |
| 6M | -37.7% | +19.2% | -57.0% | -45.9% |
| YTD | -31.7% | +7.5% | -39.2% | -33.6% |
| 1Y | -11.6% | +11.7% | -23.4% | -16.4% |
| All | -11.6% | +10.2% | -21.9% | -16.4% |
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