+133.9%
HL vs P
+32.0%
+101.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | +1.5% | +6.5% | -5.1% | -0.5% |
| 30D | +25.1% | +18.8% | +6.2% | +15.9% |
| 3M | +22.9% | +26.7% | -3.8% | +10.8% |
| 6M | -4.9% | +62.2% | -67.1% | -22.5% |
| YTD | +7.8% | +48.5% | -40.7% | -9.6% |
| 1Y | +133.9% | +26.4% | +107.5% | +85.1% |
| All | +133.9% | +32.0% | +101.9% | +85.1% |
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