+275.4%
HL vs IR
+288.5%
-13.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | +1.5% | -2.8% | +4.3% | +2.8% |
| 30D | +25.1% | -15.1% | +40.2% | +34.2% |
| 3M | +22.9% | +6.1% | +16.8% | +19.3% |
| 6M | -4.9% | -16.8% | +11.9% | +2.4% |
| YTD | +7.8% | -3.5% | +11.4% | +9.6% |
| 1Y | +133.9% | -3.5% | +137.4% | +136.4% |
| 3Y | +380.9% | +9.5% | +371.4% | +357.5% |
| 5Y | +230.2% | +45.1% | +185.1% | +176.7% |
| All | +275.4% | +288.5% | -13.2% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling