+261.2%
HL vs ROP
+135.7%
+125.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -5.6% | -8.0% | +2.4% | -2.7% |
| 30D | +12.7% | -2.7% | +15.5% | +14.0% |
| 3M | +42.5% | +16.6% | +25.9% | +33.0% |
| 6M | -9.0% | +10.4% | -19.4% | -14.0% |
| YTD | +4.4% | -12.1% | +16.5% | +8.5% |
| 1Y | +82.7% | -23.6% | +106.3% | +101.8% |
| 3Y | +406.3% | -19.3% | +425.6% | +442.5% |
| 5Y | +238.2% | -15.4% | +253.5% | +250.2% |
| All | +261.2% | +135.7% | +125.6% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling