+228.7%
HL vs OMC
+30.5%
+198.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.4% | -4.4% | 0.0% | -3.3% |
| 30D | +9.3% | -7.6% | +16.9% | +11.3% |
| 3M | +32.0% | +4.5% | +27.5% | +29.1% |
| 6M | -6.4% | -0.3% | -6.2% | -7.3% |
| YTD | +3.1% | -0.1% | +3.3% | +1.3% |
| 1Y | +77.6% | +4.6% | +72.9% | +70.8% |
| 3Y | +392.8% | +10.5% | +382.4% | +349.9% |
| All | +228.7% | +30.5% | +198.2% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling