-11.6%
HL vs Q
+29.7%
-41.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | 0.0% |
| 7D | -11.1% | +1.2% | -12.3% | -11.6% |
| 30D | -12.1% | -2.7% | -9.4% | -11.1% |
| 3M | -26.1% | -16.9% | -9.2% | -19.4% |
| 6M | -37.7% | -26.9% | -10.9% | -28.6% |
| YTD | -31.7% | +45.2% | -76.9% | -43.3% |
| 1Y | -11.6% | +38.1% | -49.8% | -25.5% |
| All | -11.6% | +29.7% | -41.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling