+0.8%
HL vs PH
+25,056.5%
-25,055.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | -11.1% | +4.3% | -15.5% | -12.5% |
| 30D | -12.1% | +0.1% | -12.2% | -12.3% |
| 3M | -26.1% | -9.4% | -16.7% | -23.5% |
| 6M | -37.7% | +8.8% | -46.5% | -40.0% |
| YTD | -31.7% | +9.6% | -41.3% | -34.2% |
| 1Y | -11.6% | +14.4% | -26.1% | -16.2% |
| 3Y | +249.6% | +134.5% | +115.1% | +152.6% |
| 5Y | +108.5% | +204.4% | -95.9% | +35.4% |
| 10Y | +127.0% | +697.3% | -570.3% | +2.9% |
| All | +0.8% | +25,056.5% | -25,055.7% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling