+249.6%
HL vs MAR
+120.6%
+129.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -11.1% | +1.6% | -12.7% | -11.7% |
| 30D | -12.1% | +13.8% | -25.9% | -16.0% |
| 3M | -26.1% | +20.3% | -46.4% | -30.8% |
| 6M | -37.7% | +21.3% | -59.1% | -42.3% |
| YTD | -31.7% | +37.2% | -68.9% | -40.2% |
| 1Y | -11.6% | +48.4% | -60.1% | -24.9% |
| 3Y | +249.6% | +120.1% | +129.5% | +106.5% |
| All | +249.6% | +120.6% | +129.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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