+563.5%
HL vs PR
+169.5%
+394.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +1.5% | +2.9% | -1.4% | +1.0% |
| 30D | +25.1% | +18.0% | +7.0% | +22.3% |
| 3M | +22.9% | +16.9% | +6.0% | +20.1% |
| 6M | -4.9% | +28.2% | -33.1% | -8.8% |
| YTD | +7.8% | +69.3% | -61.5% | -0.5% |
| 1Y | +133.9% | +69.5% | +64.4% | +115.4% |
| 3Y | +380.9% | +81.7% | +299.2% | +334.9% |
| 5Y | +230.2% | +422.2% | -192.0% | +159.3% |
| 10Y | +265.6% | +110.4% | +155.2% | +224.3% |
| All | +563.5% | +169.5% | +394.0% | +544.3% |
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