+119.5%
HL vs IT
+5,548.9%
-5,429.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +0.4% | -9.1% | +9.5% | +2.0% |
| 30D | +18.8% | -12.2% | +31.0% | +21.3% |
| 3M | +43.7% | +7.8% | +35.9% | +40.3% |
| 6M | -1.0% | +2.0% | -3.0% | -3.4% |
| YTD | +8.7% | -32.7% | +41.5% | +13.4% |
| 1Y | +105.0% | -31.1% | +136.1% | +111.5% |
| 3Y | +427.3% | -52.1% | +479.4% | +473.6% |
| 5Y | +249.3% | -46.3% | +295.6% | +269.9% |
| 10Y | +284.2% | +91.4% | +192.8% | +220.5% |
| All | +119.5% | +5,548.9% | -5,429.4% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling