+392.8%
HL vs NYT
+56.2%
+336.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +9.3% | +4.6% | +4.7% | +8.7% |
| 3M | +32.0% | -9.6% | +41.6% | +32.6% |
| 6M | -6.4% | -14.0% | +7.6% | -5.2% |
| YTD | +3.1% | -2.8% | +6.0% | +1.3% |
| 1Y | +77.6% | +15.6% | +62.0% | +65.9% |
| 3Y | +392.8% | +56.3% | +336.5% | +274.3% |
| All | +392.8% | +56.2% | +336.6% | +274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling