+112.8%
HL vs MP
-13.0%
+125.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.9% |
| 7D | -11.1% | +9.5% | -20.6% | -13.4% |
| 30D | -12.1% | -3.0% | -9.1% | -11.5% |
| 3M | -26.1% | -30.4% | +4.3% | -18.5% |
| 6M | -37.7% | -39.2% | +1.4% | -29.2% |
| YTD | -31.7% | -23.3% | -8.4% | -27.4% |
| 1Y | -11.6% | -32.6% | +21.0% | -3.3% |
| 3Y | +249.6% | +159.3% | +90.4% | +112.2% |
| All | +112.8% | -13.0% | +125.8% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling