+261.2%
HL vs PM
+217.1%
+44.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -5.0% |
| 7D | -5.6% | +1.9% | -7.5% | -6.5% |
| 30D | +12.7% | +1.9% | +10.8% | +11.6% |
| 3M | +42.5% | +4.6% | +37.9% | +38.0% |
| 6M | -9.0% | +11.7% | -20.7% | -15.5% |
| YTD | +4.4% | +20.4% | -16.0% | -7.2% |
| 1Y | +82.7% | +19.0% | +63.7% | +62.6% |
| 3Y | +406.3% | +130.4% | +275.9% | +205.1% |
| 5Y | +238.2% | +131.5% | +106.7% | +101.6% |
| All | +261.2% | +217.1% | +44.1% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling