+112.8%
HL vs MAR
+181.1%
-68.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -11.1% | +1.6% | -12.7% | -11.8% |
| 30D | -12.1% | +13.8% | -25.9% | -16.6% |
| 3M | -26.1% | +20.3% | -46.4% | -31.5% |
| 6M | -37.7% | +21.3% | -59.1% | -42.9% |
| YTD | -31.7% | +37.2% | -68.9% | -41.1% |
| 1Y | -11.6% | +48.4% | -60.1% | -26.3% |
| 3Y | +249.6% | +120.1% | +129.5% | +135.5% |
| All | +112.8% | +181.1% | -68.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling