+602.3%
HL vs MP
+450.8%
+151.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | +1.5% | -2.9% | +4.3% | +2.3% |
| 30D | +25.1% | +13.8% | +11.2% | +20.8% |
| 3M | +22.9% | -16.7% | +39.6% | +28.2% |
| 6M | -4.9% | -11.5% | +6.6% | -3.2% |
| YTD | +7.8% | +7.9% | -0.1% | +4.7% |
| 1Y | +133.9% | -15.0% | +148.9% | +135.3% |
| 3Y | +380.9% | +153.5% | +227.4% | +223.7% |
| 5Y | +230.2% | +58.7% | +171.6% | +137.5% |
| All | +602.3% | +450.8% | +151.5% | +229.8% |
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