-19.0%
HL vs O
+7.0%
-26.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.5% |
| 7D | -11.1% | -0.4% | -10.8% | -10.8% |
| 30D | -12.1% | +7.1% | -19.2% | -14.5% |
| All | -19.0% | +7.0% | -26.0% | -21.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling