+134.4%
HL vs PR
+83.7%
+50.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.5% | -5.7% |
| 7D | -7.6% | +6.7% | -14.3% | -8.5% |
| 30D | -17.5% | -6.1% | -11.3% | -17.0% |
| 3M | -26.2% | +6.9% | -33.1% | -27.1% |
| 6M | -35.1% | +14.6% | -49.7% | -36.7% |
| YTD | -30.4% | +66.1% | -96.5% | -35.9% |
| 1Y | -14.0% | +77.0% | -91.0% | -21.6% |
| 3Y | +256.3% | +93.8% | +162.5% | +218.0% |
| 5Y | +112.5% | +268.2% | -155.7% | +71.8% |
| All | +134.4% | +83.7% | +50.7% | +98.8% |
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