+57.4%
HL vs MTB
+8,245.1%
-8,187.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +7.1% | +2.8% | +4.3% | +6.2% |
| 30D | +21.4% | -4.2% | +25.6% | +22.9% |
| 3M | +37.4% | +7.8% | +29.6% | +34.0% |
| 6M | +0.4% | +14.8% | -14.4% | -4.1% |
| YTD | +6.7% | +20.8% | -14.1% | +0.2% |
| 1Y | +102.4% | +23.1% | +79.2% | +88.7% |
| 3Y | +417.4% | +114.8% | +302.6% | +300.7% |
| 5Y | +243.3% | +103.3% | +140.0% | +163.7% |
| 10Y | +242.6% | +173.0% | +69.6% | +123.0% |
| All | +57.4% | +8,245.1% | -8,187.7% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling