-4.8%
HL vs PL
+7.9%
-12.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -7.1% |
| 7D | +8.2% | +5.6% | +2.6% | +5.9% |
| 30D | -16.3% | -16.9% | +0.7% | -12.4% |
| 3M | -18.6% | -38.2% | +19.7% | -8.1% |
| 6M | -23.2% | -63.4% | +40.3% | -1.5% |
| YTD | -25.5% | -27.6% | +2.1% | -25.1% |
| 1Y | -4.8% | +6.6% | -11.3% | -17.1% |
| All | -4.8% | +7.9% | -12.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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