+25.0%
HL vs PM
+48.8%
-23.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.6% | +11.6% | +13.3% |
| 7D | +0.2% | +4.3% | -4.1% | +0.7% |
| 30D | -12.1% | +11.5% | -23.6% | -11.2% |
| 3M | -2.8% | +13.0% | -15.9% | -1.8% |
| 6M | -14.9% | +25.9% | -40.8% | -16.2% |
| YTD | -22.0% | +34.0% | -56.0% | -22.4% |
| 1Y | +25.0% | +46.9% | -21.9% | +19.5% |
| All | +25.0% | +48.8% | -23.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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