+228.7%
HL vs NI
+96.9%
+131.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +9.3% | -1.4% | +10.7% | +10.2% |
| 3M | +32.0% | -10.6% | +42.6% | +41.5% |
| 6M | -6.4% | -9.3% | +2.9% | -1.2% |
| YTD | +3.1% | +1.1% | +2.0% | +0.6% |
| 1Y | +77.6% | +3.4% | +74.2% | +70.5% |
| 3Y | +392.8% | +67.9% | +325.0% | +219.4% |
| All | +228.7% | +96.9% | +131.8% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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