+133.9%
HL vs PBR
+70.4%
+63.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.6% |
| 7D | +1.5% | +8.6% | -7.1% | +2.0% |
| 30D | +25.1% | +12.8% | +12.3% | +25.8% |
| 3M | +22.9% | +14.7% | +8.2% | +23.8% |
| 6M | -4.9% | +25.2% | -30.1% | -7.8% |
| YTD | +7.8% | +77.1% | -69.3% | +6.6% |
| 1Y | +133.9% | +69.6% | +64.3% | +129.7% |
| All | +133.9% | +70.4% | +63.5% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling