+256.3%
HL vs PL
+540.6%
-284.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -4.8% |
| 7D | -7.6% | +22.3% | -29.9% | -11.9% |
| 30D | -17.5% | -8.3% | -9.2% | -16.2% |
| 3M | -26.2% | -43.3% | +17.0% | -17.0% |
| 6M | -35.1% | -65.8% | +30.8% | -19.4% |
| YTD | -30.4% | -29.5% | -0.9% | -28.0% |
| 1Y | -14.0% | +11.7% | -25.7% | -19.9% |
| All | +256.3% | +540.6% | -284.2% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling