+54.0%
HL vs PNR
+3,435.9%
-3,381.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.5% |
| 7D | -5.6% | -5.5% | -0.1% | -3.8% |
| 30D | +12.7% | -15.6% | +28.3% | +19.3% |
| 3M | +42.5% | -20.2% | +62.7% | +52.6% |
| 6M | -9.0% | -36.6% | +27.6% | +5.2% |
| YTD | +4.4% | -45.0% | +49.4% | +26.2% |
| 1Y | +82.7% | -47.4% | +130.1% | +124.2% |
| 3Y | +406.3% | -13.7% | +420.0% | +421.4% |
| 5Y | +238.2% | -20.8% | +259.0% | +252.4% |
| 10Y | +268.9% | +65.2% | +203.7% | +196.5% |
| All | +54.0% | +3,435.9% | -3,381.9% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling