+256.9%
HL vs IT
+103.1%
+153.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -2.3% |
| 7D | -4.4% | -3.7% | -0.7% | -3.7% |
| 30D | +9.3% | +0.1% | +9.2% | +9.1% |
| 3M | +32.0% | +20.7% | +11.3% | +25.1% |
| 6M | -6.4% | +12.0% | -18.4% | -10.9% |
| YTD | +3.1% | -28.8% | +32.0% | +9.7% |
| 1Y | +77.6% | -25.5% | +103.1% | +84.5% |
| 3Y | +392.8% | -48.8% | +441.6% | +462.6% |
| 5Y | +234.1% | -42.7% | +276.9% | +260.3% |
| All | +256.9% | +103.1% | +153.8% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling