+25.0%
HL vs ROL
-34.1%
+59.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.8% | +10.4% | +13.2% |
| 7D | +0.2% | +14.6% | -14.4% | +0.5% |
| 30D | -12.1% | +29.3% | -41.4% | -12.3% |
| 3M | -2.8% | +2.0% | -4.8% | -1.5% |
| 6M | -14.9% | -28.5% | +13.6% | -6.1% |
| YTD | -22.0% | -35.3% | +13.3% | -3.6% |
| 1Y | +25.0% | -34.7% | +59.7% | +56.9% |
| All | +25.0% | -34.1% | +59.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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