+137.8%
HL vs IR
+46.1%
+91.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.2% | -6.1% | -6.6% |
| 7D | +8.2% | +1.5% | +6.6% | +7.3% |
| 30D | -16.3% | +9.0% | -25.3% | -20.3% |
| 3M | -18.6% | -0.9% | -17.7% | -18.4% |
| 6M | -23.2% | +13.4% | -36.6% | -29.0% |
| YTD | -25.5% | +8.5% | -33.9% | -29.1% |
| 1Y | -4.8% | +11.3% | -16.0% | -10.5% |
| 3Y | +281.4% | +26.0% | +255.4% | +224.8% |
| 5Y | +137.8% | +47.9% | +90.0% | +62.7% |
| All | +137.8% | +46.1% | +91.8% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling