+100.6%
HL vs ROP
+25,523.2%
-25,422.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.7% |
| 7D | +1.5% | -4.4% | +5.9% | +2.5% |
| 30D | +25.1% | +3.2% | +21.8% | +24.2% |
| 3M | +22.9% | +23.1% | -0.2% | +16.8% |
| 6M | -4.9% | +13.3% | -18.2% | -8.5% |
| YTD | +7.8% | -7.9% | +15.7% | +8.5% |
| 1Y | +133.9% | -22.1% | +155.9% | +144.3% |
| 3Y | +380.9% | -16.8% | +397.7% | +394.6% |
| 5Y | +230.2% | -13.5% | +243.7% | +236.0% |
| 10Y | +265.6% | +137.7% | +127.9% | +199.6% |
| All | +100.6% | +25,523.2% | -25,422.6% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling