+353.4%
HL vs MP
+278.3%
+75.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.4% | -6.0% |
| 7D | -7.6% | +11.0% | -18.6% | -10.1% |
| 30D | -17.5% | -11.7% | -5.8% | -14.9% |
| 3M | -26.2% | -30.8% | +4.6% | -19.2% |
| 6M | -35.1% | -42.9% | +7.8% | -25.7% |
| YTD | -30.4% | -25.9% | -4.5% | -25.7% |
| 1Y | -14.0% | -37.3% | +23.3% | -4.8% |
| 3Y | +256.3% | +150.7% | +105.6% | +141.1% |
| 5Y | +112.5% | -19.3% | +131.8% | +79.1% |
| All | +353.4% | +278.3% | +75.1% | +134.0% |
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