+133.9%
HL vs NYT
+15.2%
+118.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +1.5% | -1.3% | +2.8% | +1.4% |
| 30D | +25.1% | +2.7% | +22.3% | +25.3% |
| 3M | +22.9% | -10.3% | +33.2% | +21.1% |
| 6M | -4.9% | -16.6% | +11.7% | -5.7% |
| YTD | +7.8% | -2.3% | +10.1% | +8.2% |
| 1Y | +133.9% | +15.0% | +118.9% | +97.4% |
| All | +133.9% | +15.2% | +118.7% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling