+419.5%
HL vs PM
+124.8%
+294.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | +18.8% | -0.2% | +19.0% | +18.8% |
| 3M | +43.7% | +4.9% | +38.8% | +41.0% |
| 6M | -1.0% | +9.0% | -10.1% | -4.8% |
| YTD | +8.7% | +17.8% | -9.1% | +1.5% |
| 1Y | +105.0% | +16.8% | +88.2% | +91.5% |
| All | +419.5% | +124.8% | +294.7% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling