+284.2%
HL vs P
+694.3%
-410.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.9% |
| 7D | +0.4% | +5.0% | -4.6% | -0.9% |
| 30D | +18.8% | -0.9% | +19.8% | +18.0% |
| 3M | +43.7% | +38.7% | +5.1% | +30.9% |
| 6M | -1.0% | +54.4% | -55.4% | -12.8% |
| YTD | +8.7% | +44.8% | -36.1% | -2.9% |
| 1Y | +105.0% | +22.5% | +82.5% | +87.7% |
| 3Y | +427.3% | +148.2% | +279.0% | +283.2% |
| 5Y | +249.3% | +268.9% | -19.6% | +124.3% |
| 10Y | +284.2% | +696.9% | -412.7% | +111.1% |
| All | +284.2% | +694.3% | -410.1% | +111.1% |
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 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