+249.6%
HL vs PH
+135.5%
+114.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -11.1% | +4.3% | -15.5% | -13.4% |
| 30D | -12.1% | +0.1% | -12.2% | -12.4% |
| 3M | -26.1% | -9.4% | -16.7% | -21.8% |
| 6M | -37.7% | +8.8% | -46.5% | -42.0% |
| YTD | -31.7% | +9.6% | -41.3% | -36.3% |
| 1Y | -11.6% | +14.4% | -26.1% | -19.7% |
| 3Y | +249.6% | +134.5% | +115.1% | +62.3% |
| All | +249.6% | +135.5% | +114.1% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling