+256.9%
HL vs MET
+249.3%
+7.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | -0.5% | -3.9% | -4.2% |
| 30D | +9.3% | +0.5% | +8.8% | +9.0% |
| 3M | +32.0% | +11.6% | +20.4% | +26.1% |
| 6M | -6.4% | +40.8% | -47.2% | -18.4% |
| YTD | +3.1% | +25.7% | -22.5% | -6.5% |
| 1Y | +77.6% | +24.4% | +53.2% | +61.1% |
| 3Y | +392.8% | +67.5% | +325.4% | +290.6% |
| 5Y | +234.1% | +85.8% | +148.3% | +152.6% |
| All | +256.9% | +249.3% | +7.6% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling