+398.8%
HL vs OMC
+11.1%
+387.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.4% | -4.2% |
| 7D | -5.6% | -6.2% | +0.6% | -4.5% |
| 30D | +12.7% | -7.6% | +20.3% | +14.1% |
| 3M | +42.5% | +7.4% | +35.1% | +39.4% |
| 6M | -9.0% | +0.1% | -9.2% | -9.7% |
| YTD | +4.4% | +0.4% | +4.0% | +2.9% |
| 1Y | +82.7% | +7.8% | +74.9% | +75.7% |
| All | +398.8% | +11.1% | +387.7% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling