+130.0%
HL vs KEY
+96.4%
+33.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -11.1% | +2.9% | -14.1% | -11.8% |
| 30D | -12.1% | +8.4% | -20.5% | -14.0% |
| 3M | -26.1% | -5.8% | -20.3% | -24.9% |
| 6M | -37.7% | +5.4% | -43.2% | -38.6% |
| YTD | -31.7% | +7.1% | -38.8% | -33.0% |
| 1Y | -11.6% | +26.8% | -38.4% | -17.1% |
| 3Y | +249.6% | +128.7% | +121.0% | +176.6% |
| 5Y | +108.5% | +13.6% | +94.9% | +88.0% |
| All | +130.0% | +96.4% | +33.6% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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