+35.4%
HL vs M
+439.9%
-404.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -5.6% | -3.3% | -2.2% | -5.1% |
| 30D | -16.2% | +8.1% | -24.2% | -17.2% |
| 3M | -20.5% | +2.2% | -22.7% | -20.9% |
| 6M | -31.7% | +35.1% | -66.8% | -35.0% |
| YTD | -26.4% | +15.8% | -42.2% | -28.7% |
| 1Y | -4.3% | +25.8% | -30.2% | -8.5% |
| 3Y | +276.9% | +156.2% | +120.6% | +214.3% |
| 5Y | +124.1% | -2.4% | +126.4% | +107.3% |
| 10Y | +144.6% | -7.1% | +151.8% | +101.7% |
| All | +35.4% | +439.9% | -404.4% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling