+228.7%
HL vs MTCH
-73.3%
+301.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -4.4% | +1.3% | -5.6% | -4.7% |
| 30D | +9.3% | +15.9% | -6.6% | +4.8% |
| 3M | +32.0% | +23.3% | +8.7% | +23.7% |
| 6M | -6.4% | +40.1% | -46.6% | -15.7% |
| YTD | +3.1% | +33.6% | -30.4% | -6.0% |
| 1Y | +77.6% | +14.1% | +63.5% | +68.9% |
| 3Y | +392.8% | +1.4% | +391.4% | +368.0% |
| All | +228.7% | -73.3% | +301.9% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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