+261.2%
HL vs M
-10.0%
+271.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.3% |
| 7D | -5.6% | -8.8% | +3.2% | -4.3% |
| 30D | +12.7% | -16.4% | +29.1% | +15.8% |
| 3M | +42.5% | -10.8% | +53.3% | +44.8% |
| 6M | -9.0% | +16.1% | -25.1% | -11.3% |
| YTD | +4.4% | -5.3% | +9.7% | +4.5% |
| 1Y | +82.7% | +24.9% | +57.8% | +75.4% |
| 3Y | +406.3% | +97.5% | +308.7% | +344.1% |
| 5Y | +238.2% | +20.4% | +217.8% | +204.9% |
| All | +261.2% | -10.0% | +271.2% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling