-11.6%
HL vs MDB
-7.1%
-4.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -11.1% | +6.8% | -18.0% | -12.4% |
| 30D | -12.1% | -6.2% | -5.9% | -11.0% |
| 3M | -26.1% | -29.2% | +3.1% | -21.4% |
| 6M | -37.7% | +10.3% | -48.0% | -40.7% |
| YTD | -31.7% | -20.4% | -11.3% | -29.7% |
| 1Y | -11.6% | -4.8% | -6.8% | -10.4% |
| All | -11.6% | -7.1% | -4.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling