+419.5%
HL vs ROP
-18.8%
+438.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +0.4% | -6.1% | +6.5% | +1.4% |
| 30D | +18.8% | -3.4% | +22.2% | +19.5% |
| 3M | +43.7% | +16.7% | +27.0% | +38.9% |
| 6M | -1.0% | +8.1% | -9.1% | -2.3% |
| YTD | +8.7% | -11.7% | +20.4% | +16.8% |
| 1Y | +105.0% | -24.2% | +129.2% | +136.2% |
| All | +419.5% | -18.8% | +438.2% | +470.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling