+81.1%
HL vs PM
+752.6%
-671.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.3% |
| 7D | +1.5% | -4.9% | +6.3% | +4.5% |
| 30D | +25.1% | -3.4% | +28.4% | +27.4% |
| 3M | +22.9% | +5.2% | +17.7% | +17.1% |
| 6M | -4.9% | +3.7% | -8.6% | -9.4% |
| YTD | +7.8% | +15.8% | -7.9% | -4.9% |
| 1Y | +133.9% | +17.4% | +116.5% | +103.5% |
| 3Y | +380.9% | +116.9% | +264.0% | +170.4% |
| 5Y | +230.2% | +117.3% | +112.9% | +83.0% |
| 10Y | +265.6% | +193.8% | +71.8% | +55.1% |
| All | +81.1% | +752.6% | -671.5% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling