+132.6%
HL vs PR
+66.0%
+66.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +8.9% | -16.4% | +25.4% | +11.5% |
| 30D | -10.1% | -1.9% | -8.2% | -10.1% |
| 3M | -7.0% | +8.0% | -15.0% | -8.3% |
| 6M | -18.8% | +4.1% | -22.9% | -19.7% |
| YTD | -23.1% | +58.7% | -81.8% | -28.8% |
| 1Y | +8.9% | +75.8% | -66.9% | -0.7% |
| 3Y | +255.0% | +73.2% | +181.9% | +221.6% |
| 5Y | +151.5% | +230.1% | -78.7% | +105.8% |
| All | +132.6% | +66.0% | +66.6% | +94.5% |
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