+37.9%
HL vs IT
+6,296.6%
-6,258.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -11.1% | +1.1% | -12.2% | -11.3% |
| 30D | -12.1% | -1.8% | -10.2% | -12.1% |
| 3M | -26.1% | +4.8% | -30.9% | -27.2% |
| 6M | -37.7% | +33.0% | -70.8% | -41.9% |
| YTD | -31.7% | -23.8% | -7.9% | -30.7% |
| 1Y | -11.6% | -16.5% | +4.9% | -11.9% |
| 3Y | +249.6% | -53.6% | +303.3% | +281.3% |
| 5Y | +108.5% | -42.1% | +150.7% | +117.0% |
| 10Y | +127.0% | +90.1% | +36.9% | +87.9% |
| All | +37.9% | +6,296.6% | -6,258.7% | +17.3% |
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 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