+59.1%
HL vs ROL
+9,030.3%
-8,971.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +25.1% | -4.1% | +29.1% | +26.3% |
| 3M | +22.9% | -22.5% | +45.4% | +30.8% |
| 6M | -4.9% | -37.7% | +32.8% | +7.2% |
| YTD | +7.8% | -39.6% | +47.4% | +22.7% |
| 1Y | +133.9% | -36.0% | +169.9% | +161.0% |
| 3Y | +380.9% | -5.1% | +386.0% | +379.1% |
| 5Y | +230.2% | -3.4% | +233.6% | +223.9% |
| 10Y | +265.6% | +215.2% | +50.3% | +159.0% |
| All | +59.1% | +9,030.3% | -8,971.2% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling