+419.5%
HL vs M
+106.8%
+312.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.9% |
| 7D | +0.4% | -4.1% | +4.4% | +1.3% |
| 30D | +18.8% | -13.6% | +32.4% | +22.7% |
| 3M | +43.7% | -2.3% | +46.0% | +43.9% |
| 6M | -1.0% | +21.9% | -23.0% | -5.8% |
| YTD | +8.7% | -0.6% | +9.3% | +7.6% |
| 1Y | +105.0% | +29.7% | +75.3% | +90.7% |
| All | +419.5% | +106.8% | +312.7% | +276.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling