+77.6%
HL vs PM
+19.3%
+58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -4.4% | +4.7% | -9.0% | -4.2% |
| 30D | +9.3% | +2.6% | +6.7% | +9.4% |
| 3M | +32.0% | +6.6% | +25.4% | +31.7% |
| 6M | -6.4% | +16.5% | -22.9% | -9.0% |
| YTD | +3.1% | +21.2% | -18.0% | +0.3% |
| 1Y | +77.6% | +17.9% | +59.6% | +70.5% |
| All | +77.6% | +19.3% | +58.2% | +70.5% |
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