+372.9%
HL vs PR
+152.6%
+220.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +8.9% | -16.4% | +25.4% | +11.4% |
| 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% | -28.7% |
| 1Y | +8.9% | +75.8% | -66.9% | -0.5% |
| 3Y | +255.0% | +73.2% | +181.9% | +222.2% |
| 5Y | +151.5% | +230.1% | -78.7% | +106.7% |
| 10Y | +138.4% | +67.4% | +71.0% | +105.2% |
| All | +372.9% | +152.6% | +220.4% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling