+1,436.0%
HL vs MET
+1,269.7%
+166.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +7.1% | +1.1% | +5.9% | +6.7% |
| 30D | +21.4% | -2.3% | +23.8% | +22.2% |
| 3M | +37.4% | +13.9% | +23.6% | +31.6% |
| 6M | +0.4% | +34.8% | -34.4% | -9.0% |
| YTD | +6.7% | +23.5% | -16.9% | -1.0% |
| 1Y | +102.4% | +23.4% | +79.0% | +87.5% |
| 3Y | +417.4% | +64.9% | +352.5% | +333.8% |
| 5Y | +243.3% | +82.0% | +161.3% | +177.2% |
| 10Y | +242.6% | +244.4% | -1.8% | +117.5% |
| All | +1,436.0% | +1,269.7% | +166.2% | +678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling