+8.1%
HL vs Q
+74.5%
-66.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.4% | -4.0% |
| 7D | -7.6% | +11.5% | -19.1% | -12.2% |
| 30D | -17.5% | -0.2% | -17.3% | -17.6% |
| 3M | -26.2% | -13.6% | -12.6% | -21.7% |
| 6M | -35.1% | -27.0% | -8.0% | -26.7% |
| YTD | -30.4% | +50.5% | -80.9% | -37.7% |
| 1Y | -14.0% | +33.8% | -47.7% | -24.4% |
| All | +8.1% | +74.5% | -66.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling