+256.9%
HL vs MTB
+173.8%
+83.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | +9.3% | -4.8% | +14.1% | +10.6% |
| 3M | +32.0% | +6.0% | +26.0% | +29.5% |
| 6M | -6.4% | +19.6% | -26.1% | -11.3% |
| YTD | +3.1% | +21.5% | -18.3% | -2.8% |
| 1Y | +77.6% | +24.7% | +52.9% | +66.0% |
| 3Y | +392.8% | +108.6% | +284.2% | +291.7% |
| 5Y | +234.1% | +106.7% | +127.4% | +161.9% |
| All | +256.9% | +173.8% | +83.1% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling