+249.3%
HL vs M
+22.2%
+227.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.7% |
| 7D | +0.4% | -4.1% | +4.4% | +1.1% |
| 30D | +18.8% | -13.6% | +32.4% | +22.0% |
| 3M | +43.7% | -2.3% | +46.0% | +43.9% |
| 6M | -1.0% | +21.9% | -23.0% | -5.0% |
| YTD | +8.7% | -0.6% | +9.3% | +7.8% |
| 1Y | +105.0% | +29.7% | +75.3% | +93.6% |
| 3Y | +427.3% | +107.3% | +320.0% | +344.8% |
| 5Y | +249.3% | +20.5% | +228.8% | +223.4% |
| All | +249.3% | +22.2% | +227.1% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling