+145.9%
HL vs MAR
+3,168.2%
-3,022.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -11.1% | +1.6% | -12.7% | -11.6% |
| 30D | -12.1% | +13.8% | -25.9% | -15.6% |
| 3M | -26.1% | +20.3% | -46.4% | -30.4% |
| 6M | -37.7% | +21.3% | -59.1% | -41.7% |
| YTD | -31.7% | +37.2% | -68.9% | -38.8% |
| 1Y | -11.6% | +48.4% | -60.1% | -22.8% |
| 3Y | +249.6% | +120.1% | +129.5% | +166.1% |
| 5Y | +108.5% | +182.1% | -73.6% | +44.9% |
| 10Y | +127.0% | +530.2% | -403.2% | +14.5% |
| All | +145.9% | +3,168.2% | -3,022.3% | -12.1% |
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