+238.2%
HL vs IT
-46.1%
+284.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -5.6% | -12.7% | +7.1% | -3.9% |
| 30D | +12.7% | -8.9% | +21.6% | +14.1% |
| 3M | +42.5% | +10.1% | +32.4% | +40.0% |
| 6M | -9.0% | +7.3% | -16.3% | -10.9% |
| YTD | +4.4% | -32.4% | +36.8% | +12.4% |
| 1Y | +82.7% | -26.6% | +109.3% | +90.6% |
| 3Y | +406.3% | -51.8% | +458.1% | +493.0% |
| 5Y | +238.2% | -45.6% | +283.8% | +258.7% |
| All | +238.2% | -46.1% | +284.3% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling