+133.9%
HL vs M
+46.1%
+87.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.1% |
| 7D | +1.5% | +4.7% | -3.3% | +0.4% |
| 30D | +25.1% | -9.6% | +34.7% | +28.0% |
| 3M | +22.9% | +0.9% | +22.0% | +22.2% |
| 6M | -4.9% | +22.3% | -27.2% | -9.0% |
| YTD | +7.8% | +6.5% | +1.3% | +4.9% |
| 1Y | +133.9% | +38.8% | +95.1% | +118.3% |
| All | +133.9% | +46.1% | +87.7% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling