+77.6%
HL vs ROL
-37.8%
+115.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -4.4% | -3.2% | -1.2% | -4.3% |
| 30D | +9.3% | -4.9% | +14.2% | +9.4% |
| 3M | +32.0% | -25.8% | +57.8% | +34.4% |
| 6M | -6.4% | -37.6% | +31.1% | -0.2% |
| YTD | +3.1% | -41.5% | +44.6% | +16.8% |
| 1Y | +77.6% | -39.5% | +117.0% | +102.0% |
| All | +77.6% | -37.8% | +115.3% | +102.0% |
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