+133.9%
HL vs MP
-17.4%
+151.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +1.5% | -2.9% | +4.3% | +2.6% |
| 30D | +25.1% | +13.8% | +11.2% | +19.0% |
| 3M | +22.9% | -16.7% | +39.6% | +29.7% |
| 6M | -4.9% | -11.5% | +6.6% | -3.0% |
| YTD | +7.8% | +7.9% | -0.1% | +5.4% |
| 1Y | +133.9% | -15.0% | +148.9% | +147.9% |
| All | +133.9% | -17.4% | +151.3% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling