+256.9%
HL vs PNR
+66.2%
+190.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.4% | -6.0% | +1.7% | -1.5% |
| 30D | +9.3% | -14.0% | +23.3% | +17.2% |
| 3M | +32.0% | -21.7% | +53.7% | +46.0% |
| 6M | -6.4% | -37.3% | +30.8% | +15.1% |
| YTD | +3.1% | -45.1% | +48.3% | +34.4% |
| 1Y | +77.6% | -49.1% | +126.7% | +140.0% |
| 3Y | +392.8% | -14.8% | +407.7% | +405.7% |
| 5Y | +234.1% | -21.0% | +255.1% | +242.2% |
| All | +256.9% | +66.2% | +190.8% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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