+59.1%
HL vs KEY
+1,050.5%
-991.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +25.1% | -3.0% | +28.1% | +25.7% |
| 3M | +22.9% | +3.3% | +19.6% | +22.1% |
| 6M | -4.9% | +9.2% | -14.1% | -6.5% |
| YTD | +7.8% | +10.6% | -2.8% | +5.8% |
| 1Y | +133.9% | +20.4% | +113.5% | +125.6% |
| 3Y | +380.9% | +121.8% | +259.1% | +311.9% |
| 5Y | +230.2% | +41.1% | +189.1% | +197.2% |
| 10Y | +265.6% | +168.5% | +97.0% | +182.6% |
| All | +59.1% | +1,050.5% | -991.4% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling