+137.8%
HL vs PM
+159.5%
-21.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.5% |
| 7D | +8.2% | -6.6% | +14.8% | +10.6% |
| 30D | -16.3% | -3.4% | -12.8% | -15.6% |
| 3M | -18.6% | +5.3% | -23.9% | -20.5% |
| 6M | -23.2% | +15.5% | -38.7% | -28.7% |
| YTD | -25.5% | +24.3% | -49.7% | -33.8% |
| 1Y | -4.8% | +29.7% | -34.5% | -17.3% |
| 3Y | +281.4% | +144.9% | +136.5% | +115.4% |
| 5Y | +137.8% | +159.0% | -21.2% | +27.8% |
| All | +137.8% | +159.5% | -21.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling