+255.0%
HL vs PL
+455.3%
-200.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.4% | -8.4% | -0.3% |
| 7D | +8.9% | -6.8% | +15.8% | +10.2% |
| 30D | -10.1% | -29.3% | +19.2% | -3.2% |
| 3M | -7.0% | -44.8% | +37.7% | +5.3% |
| 6M | -18.8% | -68.4% | +49.6% | +2.5% |
| YTD | -23.1% | -36.4% | +13.2% | -18.6% |
| 1Y | +8.9% | +0.7% | +8.2% | +3.9% |
| 3Y | +255.0% | +455.3% | -200.3% | +94.0% |
| All | +255.0% | +455.3% | -200.3% | +94.0% |
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