+25.0%
HL vs NYT
+16.5%
+8.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.9% | +14.1% | +13.0% |
| 7D | +0.2% | -3.9% | +4.1% | -0.4% |
| 30D | -12.1% | +4.3% | -16.4% | -11.4% |
| 3M | -2.8% | -11.7% | +8.9% | -4.3% |
| 6M | -14.9% | -14.4% | -0.5% | -16.4% |
| YTD | -22.0% | -3.0% | -19.0% | -20.8% |
| 1Y | +25.0% | +16.5% | +8.5% | -0.6% |
| All | +25.0% | +16.5% | +8.5% | -0.6% |
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