+842.9%
HL vs P
+485.4%
+357.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +1.5% | +6.5% | -5.1% | -0.1% |
| 30D | +25.1% | +18.8% | +6.2% | +19.0% |
| 3M | +22.9% | +26.7% | -3.8% | +14.9% |
| 6M | -4.9% | +62.2% | -67.1% | -16.8% |
| YTD | +7.8% | +48.5% | -40.7% | -3.9% |
| 1Y | +133.9% | +26.4% | +107.5% | +113.3% |
| 3Y | +380.9% | +159.4% | +221.5% | +249.6% |
| 5Y | +230.2% | +275.8% | -45.6% | +114.7% |
| 10Y | +265.6% | +732.0% | -466.5% | +87.3% |
| All | +842.9% | +485.4% | +357.6% | +411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling