+238.2%
HL vs MTB
+101.1%
+137.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | +12.7% | -4.6% | +17.3% | +14.1% |
| 3M | +42.5% | +7.4% | +35.1% | +39.1% |
| 6M | -9.0% | +18.7% | -27.7% | -13.9% |
| YTD | +4.4% | +21.1% | -16.7% | -2.0% |
| 1Y | +82.7% | +24.1% | +58.6% | +70.0% |
| 3Y | +406.3% | +115.3% | +290.9% | +284.2% |
| 5Y | +238.2% | +106.0% | +132.1% | +156.9% |
| All | +238.2% | +101.1% | +137.1% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling