+200.9%
HL vs MKTX
+1,443.5%
-1,242.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -5.6% | -0.2% | -5.5% | -5.6% |
| 30D | +12.7% | +0.8% | +11.9% | +12.5% |
| 3M | +42.5% | +41.1% | +1.4% | +28.1% |
| 6M | -9.0% | -9.5% | +0.5% | -7.9% |
| YTD | +4.4% | -8.7% | +13.1% | +5.3% |
| 1Y | +82.7% | -10.0% | +92.6% | +84.7% |
| 3Y | +406.3% | -24.6% | +430.9% | +425.1% |
| 5Y | +238.2% | -60.3% | +298.5% | +310.8% |
| 10Y | +268.9% | +5.0% | +263.8% | +229.3% |
| All | +200.9% | +1,443.5% | -1,242.6% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling