+299.7%
HL vs KEY
+118.7%
+181.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.9% | +3.4% |
| 7D | +13.8% | -0.4% | +14.2% | +14.1% |
| 30D | -9.7% | +7.2% | -16.9% | -12.3% |
| 3M | -8.5% | -4.9% | -3.6% | -6.6% |
| 6M | -17.2% | +1.1% | -18.2% | -17.7% |
| YTD | -19.6% | +6.8% | -26.5% | -22.1% |
| 1Y | +11.1% | +23.3% | -12.2% | +1.8% |
| 3Y | +299.7% | +126.1% | +173.6% | +131.5% |
| All | +299.7% | +118.7% | +181.0% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling