+249.3%
HL vs IR
+40.4%
+208.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +3.0% |
| 7D | +0.4% | -1.9% | +2.3% | +1.4% |
| 30D | +18.8% | -15.0% | +33.9% | +29.9% |
| 3M | +43.7% | -0.4% | +44.1% | +43.2% |
| 6M | -1.0% | -15.0% | +14.0% | +7.3% |
| YTD | +8.7% | -7.1% | +15.8% | +13.0% |
| 1Y | +105.0% | -7.5% | +112.5% | +112.4% |
| 3Y | +427.3% | +6.3% | +421.0% | +393.7% |
| 5Y | +249.3% | +37.3% | +212.0% | +149.5% |
| All | +249.3% | +40.4% | +208.9% | +149.5% |
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