-2.9%
HL vs IT
+2.8%
-5.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.4% | -1.8% |
| 7D | +7.1% | -9.1% | +16.2% | +6.2% |
| 30D | +21.4% | -7.0% | +28.5% | +20.7% |
| 3M | +37.4% | +7.6% | +29.8% | +40.1% |
| All | -2.9% | +2.8% | -5.7% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling