+275.8%
HL vs KMX
+450.6%
-174.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.4% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | +21.4% | +4.1% | +17.3% | +20.7% |
| 3M | +37.4% | +27.5% | +9.9% | +32.0% |
| 6M | +0.4% | +43.6% | -43.2% | -5.9% |
| YTD | +6.7% | +56.8% | -50.1% | -1.3% |
| 1Y | +102.4% | -1.3% | +103.7% | +97.8% |
| 3Y | +417.4% | -25.4% | +442.8% | +421.5% |
| 5Y | +243.3% | -53.9% | +297.2% | +263.3% |
| 10Y | +242.6% | +0.7% | +241.9% | +213.6% |
| All | +275.8% | +450.6% | -174.8% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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