+291.3%
HL vs MAR
+2,460.4%
-2,169.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +18.8% | -4.7% | +23.5% | +20.7% |
| 3M | +43.7% | -15.6% | +59.3% | +51.5% |
| 6M | -1.0% | +1.2% | -2.3% | -1.9% |
| YTD | +8.7% | +7.5% | +1.2% | +5.3% |
| 1Y | +105.0% | +26.6% | +78.4% | +87.8% |
| 3Y | +427.3% | +66.0% | +361.3% | +339.0% |
| 5Y | +249.3% | +154.1% | +95.2% | +150.7% |
| 10Y | +284.2% | +441.9% | -157.7% | +104.2% |
| All | +291.3% | +2,460.4% | -2,169.1% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling