+228.7%
HL vs PSX
+362.1%
-133.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | +1.7% | -6.1% | -4.8% |
| 30D | +9.3% | +15.6% | -6.3% | +4.4% |
| 3M | +32.0% | +46.5% | -14.5% | +16.4% |
| 6M | -6.4% | +55.0% | -61.4% | -20.0% |
| YTD | +3.1% | +105.3% | -102.1% | -21.0% |
| 1Y | +77.6% | +101.6% | -24.0% | +36.4% |
| 3Y | +392.8% | +134.1% | +258.7% | +243.9% |
| All | +228.7% | +362.1% | -133.5% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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