-35.1%
HL vs IR
+13.7%
-48.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.7% | -5.6% |
| 7D | -7.6% | +4.3% | -11.9% | -9.7% |
| 30D | -17.5% | +8.1% | -25.6% | -20.9% |
| 3M | -26.2% | +0.7% | -26.9% | -26.3% |
| 6M | -35.1% | +16.6% | -51.7% | -45.3% |
| All | -35.1% | +13.7% | -48.7% | -45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling