-4.8%
HL vs MP
-40.8%
+36.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.0% | -4.4% |
| 7D | +8.2% | -3.6% | +11.8% | +9.5% |
| 30D | -16.3% | -21.0% | +4.7% | -7.2% |
| 3M | -18.6% | -33.3% | +14.7% | -3.1% |
| 6M | -23.2% | -45.9% | +22.7% | -1.0% |
| YTD | -25.5% | -27.8% | +2.3% | -15.4% |
| 1Y | -4.8% | -43.2% | +38.4% | +18.5% |
| All | -4.8% | -40.8% | +36.0% | +18.5% |
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