-11.6%
HL vs O
+9.0%
-20.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | -11.1% | -0.4% | -10.8% | -11.0% |
| 30D | -12.1% | +7.1% | -19.2% | -13.4% |
| 3M | -26.1% | -5.2% | -20.9% | -25.5% |
| 6M | -37.7% | -1.8% | -36.0% | -38.1% |
| YTD | -31.7% | +9.1% | -40.8% | -34.6% |
| 1Y | -11.6% | +9.7% | -21.3% | -16.7% |
| All | -11.6% | +9.0% | -20.6% | -16.7% |
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