+276.9%
HL vs PR
+89.6%
+187.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -16.2% | -4.6% | -11.5% | -15.8% |
| 3M | -20.5% | +4.7% | -25.2% | -21.9% |
| 6M | -31.7% | +12.4% | -44.1% | -34.4% |
| YTD | -26.4% | +62.9% | -89.2% | -38.1% |
| 1Y | -4.3% | +70.6% | -74.9% | -21.0% |
| All | +276.9% | +89.6% | +187.3% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling