+238.2%
HL vs O
+14.0%
+224.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | -5.6% | -3.5% | -2.1% | -3.4% |
| 30D | +12.7% | -3.3% | +16.1% | +15.3% |
| 3M | +42.5% | -2.8% | +45.4% | +44.2% |
| 6M | -9.0% | -5.8% | -3.2% | -6.1% |
| YTD | +4.4% | +9.4% | -5.0% | -3.4% |
| 1Y | +82.7% | +5.7% | +77.0% | +73.3% |
| 3Y | +406.3% | +27.2% | +379.1% | +308.9% |
| 5Y | +238.2% | +17.2% | +221.0% | +211.1% |
| All | +238.2% | +14.0% | +224.1% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling