+261.2%
HL vs PH
+804.8%
-543.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.1% |
| 7D | -5.6% | -3.1% | -2.5% | -3.9% |
| 30D | +12.7% | -11.8% | +24.5% | +20.5% |
| 3M | +42.5% | +6.9% | +35.6% | +36.5% |
| 6M | -9.0% | -1.3% | -7.7% | -9.2% |
| YTD | +4.4% | +7.0% | -2.6% | +0.3% |
| 1Y | +82.7% | +23.1% | +59.6% | +62.5% |
| 3Y | +406.3% | +135.4% | +270.9% | +212.9% |
| 5Y | +238.2% | +250.3% | -12.2% | +65.3% |
| All | +261.2% | +804.8% | -543.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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