+402.3%
HL vs PSX
+1,159.1%
-756.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | +7.1% | +2.8% | +4.2% | +6.1% |
| 30D | +21.4% | +27.8% | -6.3% | +12.1% |
| 3M | +37.4% | +42.0% | -4.6% | +21.9% |
| 6M | +0.4% | +58.1% | -57.7% | -15.1% |
| YTD | +6.7% | +105.0% | -98.3% | -17.6% |
| 1Y | +102.4% | +104.9% | -2.6% | +55.9% |
| 3Y | +417.4% | +134.1% | +283.4% | +271.0% |
| 5Y | +243.3% | +363.8% | -120.5% | +92.0% |
| 10Y | +242.6% | +370.1% | -127.6% | +79.0% |
| All | +402.3% | +1,159.1% | -756.8% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling