+256.9%
HL vs OMC
+34.2%
+222.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -4.4% | -4.4% | 0.0% | -2.9% |
| 30D | +9.3% | -7.6% | +16.9% | +12.0% |
| 3M | +32.0% | +4.5% | +27.5% | +28.4% |
| 6M | -6.4% | -0.3% | -6.2% | -7.5% |
| YTD | +3.1% | -0.1% | +3.3% | +0.7% |
| 1Y | +77.6% | +4.6% | +72.9% | +69.1% |
| 3Y | +392.8% | +10.5% | +382.4% | +347.3% |
| 5Y | +234.1% | +31.7% | +202.4% | +172.4% |
| All | +256.9% | +34.2% | +222.7% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling