+25.0%
HL vs P
+19.7%
+5.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -5.0% | +18.2% | +14.4% |
| 7D | +0.2% | -19.4% | +19.6% | +5.5% |
| 30D | -12.1% | -22.3% | +10.2% | -6.7% |
| 3M | -2.8% | +33.2% | -36.0% | -13.1% |
| 6M | -14.9% | +53.6% | -68.6% | -28.4% |
| YTD | -22.0% | +66.8% | -88.8% | -36.1% |
| 1Y | +25.0% | +17.5% | +7.5% | +10.0% |
| All | +25.0% | +19.7% | +5.3% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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