+392.8%
HL vs MAR
+66.4%
+326.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.8% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | +9.3% | -5.4% | +14.7% | +11.5% |
| 3M | +32.0% | -15.5% | +47.5% | +39.5% |
| 6M | -6.4% | +3.0% | -9.4% | -8.2% |
| YTD | +3.1% | +8.5% | -5.4% | -1.6% |
| 1Y | +77.6% | +26.0% | +51.6% | +59.8% |
| 3Y | +392.8% | +68.6% | +324.2% | +263.2% |
| All | +392.8% | +66.4% | +326.4% | +263.2% |
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