+0.8%
HL vs ROL
+9,850.6%
-9,849.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -2.6% |
| 7D | -11.1% | +3.0% | -14.1% | -11.8% |
| 30D | -12.1% | +19.8% | -31.9% | -16.4% |
| 3M | -26.1% | +7.9% | -34.0% | -28.0% |
| 6M | -37.7% | -25.6% | -12.1% | -33.4% |
| YTD | -31.7% | -34.1% | +2.5% | -24.4% |
| 1Y | -11.6% | -31.4% | +19.7% | -3.3% |
| 3Y | +249.6% | +4.7% | +245.0% | +238.3% |
| 5Y | +108.5% | +15.6% | +92.9% | +95.0% |
| 10Y | +127.0% | +220.6% | -93.6% | +59.2% |
| All | +0.8% | +9,850.6% | -9,849.8% | -51.3% |
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