+238.2%
HL vs MAR
+151.1%
+87.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -5.6% | -2.1% | -3.5% | -4.8% |
| 30D | +12.7% | -5.7% | +18.4% | +15.4% |
| 3M | +42.5% | -14.6% | +57.1% | +51.3% |
| 6M | -9.0% | +1.3% | -10.3% | -10.2% |
| YTD | +4.4% | +6.7% | -2.3% | +0.2% |
| 1Y | +82.7% | +26.4% | +56.2% | +62.7% |
| 3Y | +406.3% | +64.7% | +341.6% | +291.5% |
| 5Y | +238.2% | +153.1% | +85.1% | +117.8% |
| All | +238.2% | +151.1% | +87.1% | +117.8% |
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