+400.6%
HL vs MP
+257.7%
+142.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | +0.7% |
| 7D | +8.9% | -10.5% | +19.5% | +11.9% |
| 30D | -10.1% | -23.5% | +13.5% | -3.7% |
| 3M | -7.0% | -25.4% | +18.4% | -0.1% |
| 6M | -18.8% | -51.3% | +32.5% | -3.4% |
| YTD | -23.1% | -29.9% | +6.8% | -16.8% |
| 1Y | +8.9% | -31.8% | +40.7% | +18.2% |
| 3Y | +255.0% | +127.0% | +128.0% | +146.2% |
| 5Y | +151.5% | -3.3% | +154.7% | +105.0% |
| All | +400.6% | +257.7% | +142.9% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling