+228.7%
HL vs NRG
+194.8%
+33.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -4.4% | -4.7% | +0.3% | -2.9% |
| 30D | +9.3% | -6.0% | +15.3% | +11.4% |
| 3M | +32.0% | -8.0% | +39.9% | +34.0% |
| 6M | -6.4% | -23.2% | +16.7% | -0.1% |
| YTD | +3.1% | -28.1% | +31.2% | +12.4% |
| 1Y | +77.6% | -27.3% | +104.8% | +92.5% |
| 3Y | +392.8% | +208.7% | +184.2% | +212.7% |
| All | +228.7% | +194.8% | +33.9% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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