+8.9%
HL vs MP
-37.2%
+46.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -0.2% |
| 7D | +8.9% | -10.5% | +19.5% | +14.1% |
| 30D | -10.1% | -23.5% | +13.5% | +1.2% |
| 3M | -7.0% | -25.4% | +18.4% | +5.0% |
| 6M | -18.8% | -51.3% | +32.5% | +9.4% |
| YTD | -23.1% | -29.9% | +6.8% | -11.7% |
| 1Y | +8.9% | -31.8% | +40.7% | +25.9% |
| All | +8.9% | -37.2% | +46.1% | +25.9% |
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