+228.7%
HL vs MKTX
-60.5%
+289.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +9.3% | +0.7% | +8.6% | +9.1% |
| 3M | +32.0% | +40.8% | -8.8% | +17.5% |
| 6M | -6.4% | -8.0% | +1.6% | -4.5% |
| YTD | +3.1% | -8.7% | +11.9% | +5.4% |
| 1Y | +77.6% | -11.8% | +89.4% | +83.2% |
| 3Y | +392.8% | -24.0% | +416.9% | +415.8% |
| All | +228.7% | -60.5% | +289.2% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling