+100.0%
HL vs MDY
+2,615.3%
-2,515.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.8% |
| 7D | +0.4% | -0.8% | +1.2% | +1.0% |
| 30D | +18.8% | -3.9% | +22.7% | +22.9% |
| 3M | +43.7% | 0.0% | +43.8% | +44.6% |
| 6M | -1.0% | +8.5% | -9.6% | -6.4% |
| YTD | +8.7% | +13.2% | -4.5% | +0.1% |
| 1Y | +105.0% | +15.0% | +90.0% | +86.9% |
| 3Y | +427.3% | +49.6% | +377.7% | +292.4% |
| 5Y | +249.3% | +46.0% | +203.3% | +167.7% |
| 10Y | +284.2% | +176.4% | +107.8% | +84.0% |
| All | +100.0% | +2,615.3% | -2,515.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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