+112.5%
HL vs PR
+269.8%
-157.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.5% | -6.0% |
| 7D | -7.6% | +6.7% | -14.3% | -9.4% |
| 30D | -17.5% | -6.1% | -11.3% | -16.5% |
| 3M | -26.2% | +6.9% | -33.1% | -28.3% |
| 6M | -35.1% | +14.6% | -49.7% | -38.7% |
| YTD | -30.4% | +66.1% | -96.5% | -42.4% |
| 1Y | -14.0% | +77.0% | -91.0% | -30.4% |
| 3Y | +256.3% | +93.8% | +162.5% | +170.6% |
| 5Y | +112.5% | +268.2% | -155.7% | +23.6% |
| All | +112.5% | +269.8% | -157.3% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling