+144.6%
HL vs P
+686.0%
-541.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -2.3% |
| 7D | -5.6% | -4.7% | -0.8% | -4.8% |
| 30D | -16.2% | -31.4% | +15.3% | -8.8% |
| 3M | -20.5% | -2.6% | -17.8% | -21.7% |
| 6M | -31.7% | +21.9% | -53.6% | -37.3% |
| YTD | -26.4% | +58.9% | -85.3% | -37.0% |
| 1Y | -4.3% | +21.7% | -26.1% | -13.8% |
| 3Y | +276.9% | +193.3% | +83.6% | +155.2% |
| 5Y | +124.1% | +275.1% | -151.1% | +38.0% |
| 10Y | +144.6% | +655.3% | -510.7% | +22.8% |
| All | +144.6% | +686.0% | -541.3% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling