+2,527.2%
HL vs PBR
+1,899.4%
+627.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -4.4% | +5.4% | -9.7% | -6.5% |
| 30D | +9.3% | +22.9% | -13.6% | +0.2% |
| 3M | +32.0% | +19.6% | +12.3% | +21.2% |
| 6M | -6.4% | +16.5% | -22.9% | -14.1% |
| YTD | +3.1% | +86.7% | -83.5% | -22.5% |
| 1Y | +77.6% | +74.7% | +2.8% | +36.2% |
| 3Y | +392.8% | +102.6% | +290.3% | +244.6% |
| 5Y | +234.1% | +566.6% | -332.5% | +33.0% |
| 10Y | +264.5% | +686.1% | -421.6% | +6.1% |
| All | +2,527.2% | +1,899.4% | +627.8% | +685.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling