+135.5%
HL vs P
+691.2%
-555.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.4% | -7.1% |
| 7D | +8.2% | -13.3% | +21.5% | +11.5% |
| 30D | -16.3% | -34.0% | +17.7% | -8.1% |
| 3M | -18.6% | +4.1% | -22.6% | -21.3% |
| 6M | -23.2% | +30.5% | -53.7% | -30.6% |
| YTD | -25.5% | +52.2% | -77.7% | -35.5% |
| 1Y | -4.8% | +10.3% | -15.1% | -12.1% |
| 3Y | +281.4% | +180.9% | +100.5% | +161.6% |
| 5Y | +137.8% | +259.7% | -121.9% | +48.4% |
| 10Y | +135.5% | +652.6% | -517.1% | +15.5% |
| All | +135.5% | +691.2% | -555.7% | +15.5% |
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