+25.0%
HL vs O
+8.1%
+16.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.0% | +10.2% | +12.3% |
| 7D | +0.2% | +5.8% | -5.6% | -0.9% |
| 30D | -12.1% | +10.7% | -22.8% | -14.1% |
| 3M | -2.8% | -4.5% | +1.7% | -2.3% |
| 6M | -14.9% | -4.1% | -10.8% | -14.1% |
| YTD | -22.0% | +9.8% | -31.9% | -23.4% |
| 1Y | +25.0% | +11.3% | +13.7% | +26.4% |
| All | +25.0% | +8.1% | +16.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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