+242.6%
HL vs PR
+101.2%
+141.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +21.4% | +17.4% | +4.1% | +18.8% |
| 3M | +37.4% | +21.8% | +15.7% | +33.4% |
| 6M | +0.4% | +27.6% | -27.2% | -3.6% |
| YTD | +6.7% | +71.4% | -64.7% | -1.8% |
| 1Y | +102.4% | +78.3% | +24.0% | +84.9% |
| 3Y | +417.4% | +85.5% | +331.9% | +366.1% |
| 5Y | +243.3% | +422.7% | -179.3% | +168.7% |
| 10Y | +242.6% | +87.1% | +155.4% | +192.2% |
| All | +242.6% | +101.2% | +141.4% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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