+112.5%
HL vs PL
+33.5%
+79.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -4.8% |
| 7D | -7.6% | +22.3% | -29.9% | -11.6% |
| 30D | -17.5% | -8.3% | -9.2% | -16.3% |
| 3M | -26.2% | -43.3% | +17.0% | -17.6% |
| 6M | -35.1% | -65.8% | +30.8% | -20.5% |
| YTD | -30.4% | -29.5% | -0.9% | -28.2% |
| 1Y | -14.0% | +11.7% | -25.7% | -19.7% |
| 3Y | +256.3% | +540.6% | -284.2% | +109.2% |
| 5Y | +112.5% | +32.9% | +79.6% | +53.6% |
| All | +112.5% | +33.5% | +79.0% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling