+243.3%
HL vs P
+283.1%
-39.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | +7.1% | +7.8% | -0.8% | +5.0% |
| 30D | +21.4% | +12.3% | +9.1% | +16.7% |
| 3M | +37.4% | +37.1% | +0.3% | +24.8% |
| 6M | +0.4% | +66.1% | -65.7% | -13.7% |
| YTD | +6.7% | +50.9% | -44.2% | -6.3% |
| 1Y | +102.4% | +27.2% | +75.1% | +82.2% |
| 3Y | +417.4% | +158.7% | +258.7% | +263.6% |
| 5Y | +243.3% | +291.1% | -47.8% | +109.0% |
| All | +243.3% | +283.1% | -39.8% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling