+594.8%
HL vs MP
+459.3%
+135.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +7.1% | +3.0% | +4.0% | +6.2% |
| 30D | +21.4% | +8.3% | +13.1% | +18.8% |
| 3M | +37.4% | -3.8% | +41.3% | +38.0% |
| 6M | +0.4% | -4.9% | +5.3% | +0.4% |
| YTD | +6.7% | +9.6% | -2.9% | +3.2% |
| 1Y | +102.4% | -11.7% | +114.1% | +101.7% |
| 3Y | +417.4% | +158.5% | +258.9% | +246.5% |
| 5Y | +243.3% | +68.9% | +174.4% | +143.9% |
| All | +594.8% | +459.3% | +135.5% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling