+401.7%
HL vs PL
+454.1%
-52.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | +1.5% | -9.3% | +10.8% | +3.6% |
| 30D | +25.1% | -18.9% | +44.0% | +30.7% |
| 3M | +22.9% | -58.4% | +81.3% | +46.8% |
| 6M | -4.9% | -30.3% | +25.4% | -0.7% |
| YTD | +7.8% | -8.1% | +15.9% | +5.9% |
| 1Y | +133.9% | +180.5% | -46.6% | +77.2% |
| All | +401.7% | +454.1% | -52.5% | +183.3% |
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